The Identification of Good and Bad High Leverage Points in Multiple Linear Regression Model

摘要

Much work has been carried out on the detection of high leverage points without paying much attention to classifying them into good and bad leverage points. It is crucial to detect bad leverage point as it has unduly effect on the parameter estimates. In this paper, we propose a new technique to identify good and bad leverage points. We investigate the performance of our proposed method by employing some well-known data sets.