Simulation Analysis of Some Outlier Detection Methods

摘要

Outlier detection techniques when interest is on bivariate observations are presented. The techniques employed are derived from three different areas: (1) the influence function for the correlation coefficient, (2) regression diagnostics, and (3) principal component tests. The techniques are described briefly and references for further study are given. Simulations under the null case of no outliers yield percentage points of the sampling distribution of the statistics involved for test of hypothesis purposes. Additional simulations were performed modeling different types of outlier situations to enable comparison of the techniques. A computer code to calculate the statistics and present results is also included. (ERA citation 07:024116)