Diagnostics High Leverage Cases and Influential Observations in Regression Analysis

摘要

In this article, we first give the probability density function of Andrews-Pregibon's diagnostic statistic. Then we suggest two new diagnostic methods for high leverage cases and influential observations in regression analysis that they based on the multivariate standard distributions, such as, Wishart distribution,rnT~2 distribution, Wilks distribution, and so on. We find that these methods are very successful in assessing influence. They can diagnostic the high leverage cases and influential observations in regression analysis more easily.