Studentized Residuals [Outliers]

posted by Risherd – Mexico, 2012-01-07 01:46 (4486 d 12:15 ago) – Posting: # 7877
Views: 7,506

Hello!

One of the test for outlier detection is the use of studentized residuals, but I have a doubt of what is the correct formula to use, I know the following formula Stud-Res= Residual/sqrroot(MSerror), however today I read that this Studentized Residuals are obtained with this formula Stu-Res=residual/(sqrroot(1-hii), so this is when I ask for your help, are this two formulas the same? or which one is the correct to use?.

Last question, what is the value in which I can consider a value as outlier ±2 or ±4?

Thank you for your answer and excuse my lack of knowledge in this issue.

Risherd.

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