Regression: Identifying Good and Bad Leverage Points

Rand R. Wilcox and Lai Xu

International Journal of Statistics and Probability, 2025, vol. 12, issue 1, 1

Abstract: When dealing with regression, a well known concern is that a few bad leverage points can result in a poor fit to the bulk of the data. This is the case even when using various robust estimators, which is known as contamination bias. Currently, a relatively e ective method for detecting bad leverage points is based in part on the least median of squares regression estimator. This note suggests a modification of this method that is better able to detect bad leverage points. The modification also provides a substantially better technique for dealing with contamination bias.

Date: 2025
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