Checking for outliers in regression

According to Hoaglin and Welsch (1978) leverage values above 2(p+1)/n where p predictors are in the regression on n observations (items) are influential values. If the sample size is < 30 a stiffer criterion such as 3(p+1)/n is suggested.

Hair, Anderson, Tatham and Black (1998) suggest Cook's distances greater than 1 are influential.

References

Hair, J., Anderson, R., and Tatham, R. (1992). Multivariate Data Analysis (third edition). Englewood Cliffs, NJ: Prentice-Hall.

Hoaglin, D. C. and Welsch, R. E. (1978). The hat matrix in regression and ANOVA. The American Statistician 32, 17-22.

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