Choosing a base for the BLUS vector

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Abstract

A mechanism is proposed for identifying the ‘optimal’ base for the BLUS residual vector, which involves discarding from estimation the potentially disruptive high leverage observations of the regressor matrix.

Original languageEnglish
Pages (from-to)47-52
Number of pages6
JournalStatistica Neerlandica
Volume42
Issue number1
DOIs
Publication statusPublished - Mar 1988

Keywords

  • BLUS residuals
  • leverage
  • regression

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