THE MAXIMUM SIZE OF STANDARDIZED AND INTERNALLY STUDENTIZED RESIDUALSIN REGRESSION-ANALYSIS

Authors
GRAY JB WOODALL WH
Citation
Jb. Gray et Wh. Woodall, THE MAXIMUM SIZE OF STANDARDIZED AND INTERNALLY STUDENTIZED RESIDUALSIN REGRESSION-ANALYSIS, The American statistician, 48(2), 1994, pp. 111-113
Citations number
17
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
The American statistician → ACNP
ISSN journal
00031305
Volume
48
Issue
2
Year of publication
1994
Pages
111 - 113
Database
ISI
SICI code
0003-1305(1994)48:2<111:TMSOSA>2.0.ZU;2-C
Abstract
Shiffler (1988) showed that the magnitude of the largest Z score in a univariate data set is bounded above by (n - 1)/square-root n. Similar bounds hold for standardized and internally studentized residuals in regression analysis. The implications of these bounds for outlier iden tification in regression do not appear to be widely recognized. Many r egression textbooks contain recommendations for residual analysis that are not appropriate in light of these results.