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On Some Aspects of Outliers in Econometric Models (Paperback)
Loot Price: R1,909
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On Some Aspects of Outliers in Econometric Models (Paperback)
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In the present book, Chapter I gives the introduction about the
concept of outliers along with the statistical inference in linear
regression model. The various test statistics for detecting
outliers such as Maximum Normed Residual, Extreme Studentized
Deviation, Studentized Range, Kurtosis, R-Statistic, Maximum Eigen
differences Least Medium Squares (LMS) estimator, Mahalanobis
Distance, Cooks Distance, DFFITS, DF BETAS, COVRATIO, Scale ratio,
Gap Test Statistic and 2-sigma Region have been described in
Chapter II. Different test procedures to detect the outliers have
been reviewed in brief in Chapter III. In Chapter IV some new tests
for detecting outliers have been suggested based on different types
of residuals and dummy variables.The summary and conclusions along
with plan for the future research have been in Chapter V. Several
research articles and related books are presented under
BIBLIOGRAPHY.
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