全球智库信息集成服务系统(G2TT): Linear Regression Diagnostics

G2TT

来源类型	Working Paper
规范类型	报告
DOI	10.3386/w0173
来源ID	Working Paper 0173
	Linear Regression Diagnostics
	Roy E. Welsch; Edwin Kuh
发表日期	1977-03-01
出版年	1977
语种	英语
摘要	This paper attempts to provide the user of linear multiple regression with a battery of diagnostic tools to determine which, if any, data points have high leverage or influence on the estimation process and how these possibly discrepant data points differ from the patterns set by the majority of the data. The point of view taken is that when diagnostics indicate the presence of anomolous data, the choice is open as to whether these data are in fact unusual and helpful, or possibly harmful and thus in need of modifications or deletion. The methodology developed depends on differences, derivatives, and decompositions of basic regression statistics. There is also a discussion of how these techniques can be used with robust and ridge estimators. An example is given showing the use of diagnostic methods in the estimation of a cross-country savings rate model.
URL	https://www.nber.org/papers/w0173
来源智库	National Bureau of Economic Research (United States)
引用统计
资源类型	智库出版物
条目标识符	http://119.78.100.153/handle/2XGU8XDN/557367
推荐引用方式 GB/T 7714	Roy E. Welsch,Edwin Kuh. Linear Regression Diagnostics. 1977.