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The use of studentized diagnostics in regression

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Abstract.

Recent work by LaMotte (1999) uncovered redundancies and inconsistencies in the current practice of selected deletion diagnostics in regression. The present study extends earlier work to include further diagnostics on using different methods. Benchmarks adjusted to the scale of each diagnostic are given to assure consistency across diagnostics. Case studies illustrate anomalies in the use of these diagnostics as currently practiced. Alternative diagnostics are given to gauge effects of single-case deletions on variances and biases in prediction and estimation.

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Received: November 1999

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Jensen, D. The use of studentized diagnostics in regression. Metrika 52, 213–223 (2000). https://doi.org/10.1007/PL00003983

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  • DOI: https://doi.org/10.1007/PL00003983

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