Studentized Residuals [Outliers]

posted by Risherd – Mexico, 2012-01-09 23:48 (4871 d 16:38 ago) – Posting: # 7887
Views: 7,327

Hello HS!

Thank you for your answer, and answering your question:

❝ Where do you get hii from? Or in other words what are the indices ‘i’ denoting?.


This hii terminology is the ith diagonal element of H that is used in the calculation of the internally Studentized residuals(1).

In the Mexican regulation the criterion to decret a value as outlier is to obtain a studentized residual of ±4. In the paper of Gray & William, 1994 I read that "it is impossible to obtain a value of ei/s larger than 4.0" also Drapper and Smith 1981(2), stated that approximately 95% of the ei/s values should lie between -2 and 2 but pointed out that the ei/s values are not independent and do not have unit variance.

Theres is draft of the next mexican NOM (Mexican Official Norm) of 2009 (!!) which will consider a value as outlier with more than ±2 studentized residuals.

Maybe I didn't explain myself in my first post so this is my doubt and this killing me inside :-D

❝ ❝ which..value..±2 or ±4?


Adding to this calculus of the internally studentized residual I use the Grubbs test as well (at critical value α=0.05). I do the procedure on a worksheet in Excel but thank you for the advice, I will start using R’s package http://cran.r-project.org/web/packages/outliers/index.html, it'll come handy!

One more question, Which critical alfa value would be appropriate for an outlier test 0.05 or 0.02?

Best regards,
Ricardo.

(1) JB Gray and WH Woodwall
The maxium size of Standardized and Internally Studentized Residuals in Regression Analysis
American Statistician 48(2), 111-113 (1994)

(2) NR Draper and H Smith
Applied Regression Analysis
Applied Regression Analysis (2nd Ed.), New York:John Wiley (1981).

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