= 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. Leverage is also related to the i-th observation's [:FAQ/mahal:Mahalanobis distance], $$\mbox{MD}_text{i}$$, such that for sample size, N Leverage for observation i = $$\mbox{MD}_text{i}/\mbox{(N-1)) + (1/N)}$$ so Critical $$\mbox{MD}_text{i} = (\frac{\mbox{2(p+1)}}{\mbox{N}} - \frac{1}{\mbox{N}})(\mbox{N-1}) $$ (See Tabachnick and Fidell) Hair, Anderson, Tatham and Black (1998) suggest Cook's distances greater than 1 are influential. '''References''' '''Hair, J., Anderson, R., Tatham, R. and Black W. (1998).''' Multivariate Data Analysis (fifth 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. [wiki:FAQ Return to Statistics FAQ page] [wiki:CbuStatistics Return to Statistics main page] [http://www.mrc-cbu.cam.ac.uk/ Return to CBU main page] These pages are maintained by [mailto:ian.nimmo-smith@mrc-cbu.cam.ac.uk Ian Nimmo-Smith] and [mailto:peter.watson@mrc-cbu.cam.ac.uk Peter Watson]