Volume 5, Issue 1, March 2020, Page: 4-11
Review of Outlier Detection and Identifying Using Robust Regression Model
Getnet Bogale Begashaw, Department of Statistics, College of Natural Science, Wollo University, Dessie, Ethiopia
Yordanos Berihun Yohannes, Department of Statistics, College of Natural and Computational Science, Salale University, Fitche, Ethiopia
Received: Oct. 25, 2019;       Accepted: Nov. 23, 2019;       Published: Apr. 13, 2020
DOI: 10.11648/j.ijssam.20200501.12      View  74      Downloads  29
Abstract
Outliers are observations that have extreme value relations. Herewith leverage is a measure of how an independent variable deviates from its mean. An observation with an extreme value on a predictor variable is a point with high leverage. The presence of outliers can lead to inflated error rates and substantial distortions of parameter and statistic estimates when using either parametric or nonparametric tests. Casual observation of the literature suggests that researchers rarely report checking for outliers of any sort and taking remedial measures for outliers. Outliers can have positive deleterious effects on statistical analyses. For instance, they serve to increase error variance and reduce the power of statistical tests; they can decrease normality, altering the odds of making both Type I and Type II errors for non- randomly distributed; and they can seriously bias or influence estimates that may be of substantive interest. These outliers are cased from incorrect recording data, intentional or motivated mis-reporting, sampling error and Outliers as legitimate cases sampled from the correct population. According to some literatures; Point outliers, Contextual Outliers and Collective Outliers are the three types of outliers. Robust regression estimators can be a powerful tool for detection and identifying outliers in complicated data sets. Robust regression, deals with the problem of outliers in a regression and produce different coefficient estimates than OLS does.
Keywords
Break Down Point, Leverage Points, M-estimation, Outlier, Robust Regression Model
To cite this article
Getnet Bogale Begashaw, Yordanos Berihun Yohannes, Review of Outlier Detection and Identifying Using Robust Regression Model, International Journal of Systems Science and Applied Mathematics. Vol. 5, No. 1, 2020, pp. 4-11. doi: 10.11648/j.ijssam.20200501.12
Copyright
Copyright © 2020 Authors retain the copyright of this article.
This article is an open access article distributed under the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/) which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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