Araştırma Makalesi
BibTex RIS Kaynak Göster

Exact distribution of Cook’s distance and identification of influential observations

Yıl 2015, Cilt: 44 Sayı: 1, 165 - 178, 01.02.2015

Öz

This paper proposed the exact distribution of Cook’s distance used to
evaluate the influential observations in multiple linear regression analysis. The authors adopted the relationship proposed by Weisberg (1980),
Belsey et al. (1980) and showed the derived density function of the
cook’s distance in terms of the series expression form. Moreover, the
first two moments of the distribution are derived and the authors computed the critical points of Cook’s distance at $5\%$ and $1\%$ significance
level for different sample sizes based on no.of predictors. Finally, the numerical example shows the identification of the influential observations
and the results extracted from the proposed approach is more scientific,
systematic and it’s exactness outperforms the traditional rule of thumb
approach.

Kaynakça

  • . . .
Yıl 2015, Cilt: 44 Sayı: 1, 165 - 178, 01.02.2015

Öz

Kaynakça

  • . . .
Toplam 1 adet kaynakça vardır.

Ayrıntılar

Birincil Dil İngilizce
Konular İstatistik
Bölüm İstatistik
Yazarlar

G.s. David Sam Jayakumar Bu kişi benim

A. Sulthan Bu kişi benim

Yayımlanma Tarihi 1 Şubat 2015
Yayımlandığı Sayı Yıl 2015 Cilt: 44 Sayı: 1

Kaynak Göster

APA Jayakumar, G. D. S., & Sulthan, A. (2015). Exact distribution of Cook’s distance and identification of influential observations. Hacettepe Journal of Mathematics and Statistics, 44(1), 165-178.
AMA Jayakumar GDS, Sulthan A. Exact distribution of Cook’s distance and identification of influential observations. Hacettepe Journal of Mathematics and Statistics. Şubat 2015;44(1):165-178.
Chicago Jayakumar, G.s. David Sam, ve A. Sulthan. “Exact Distribution of Cook’s Distance and Identification of Influential Observations”. Hacettepe Journal of Mathematics and Statistics 44, sy. 1 (Şubat 2015): 165-78.
EndNote Jayakumar GDS, Sulthan A (01 Şubat 2015) Exact distribution of Cook’s distance and identification of influential observations. Hacettepe Journal of Mathematics and Statistics 44 1 165–178.
IEEE G. D. S. Jayakumar ve A. Sulthan, “Exact distribution of Cook’s distance and identification of influential observations”, Hacettepe Journal of Mathematics and Statistics, c. 44, sy. 1, ss. 165–178, 2015.
ISNAD Jayakumar, G.s. David Sam - Sulthan, A. “Exact Distribution of Cook’s Distance and Identification of Influential Observations”. Hacettepe Journal of Mathematics and Statistics 44/1 (Şubat 2015), 165-178.
JAMA Jayakumar GDS, Sulthan A. Exact distribution of Cook’s distance and identification of influential observations. Hacettepe Journal of Mathematics and Statistics. 2015;44:165–178.
MLA Jayakumar, G.s. David Sam ve A. Sulthan. “Exact Distribution of Cook’s Distance and Identification of Influential Observations”. Hacettepe Journal of Mathematics and Statistics, c. 44, sy. 1, 2015, ss. 165-78.
Vancouver Jayakumar GDS, Sulthan A. Exact distribution of Cook’s distance and identification of influential observations. Hacettepe Journal of Mathematics and Statistics. 2015;44(1):165-78.