Outliers in Multivariate Regression Models

Muni S. Srivastava and Dietrich von Rosen

Journal of Multivariate Analysis, 1998, vol. 65, issue 2, 195-208

Abstract: Likelihood ratio tests for detecting a single outlier in multivariate linear models are considered, where an observation is called an outlier if there has been a shift in the mean. The test statistics are the maximum of n nonindependent statistics, where n is the number of observations. Relevant distributions to use upper and lower Bonferroni's inequalities are given.

Keywords: outlier; mean shift model; Bonferroni inequality; growth curve model; GMANOVA (search for similar items in EconPapers)
Date: 1998
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