enow.com Web Search

Search results

  1. Results from the WOW.Com Content Network
  2. Peirce's criterion - Wikipedia

    en.wikipedia.org/wiki/Peirce's_criterion

    An application for Peirce's criterion is removing poor data points from observation pairs in order to perform a regression between the two observations (e.g., a linear regression). Peirce's criterion does not depend on observation data (only characteristics of the observation data), therefore making it a highly repeatable process that can be ...

  3. Influential observation - Wikipedia

    en.wikipedia.org/wiki/Influential_observation

    An outlier may be defined as a data point that differs markedly from other observations. [ 6 ] [ 7 ] A high-leverage point are observations made at extreme values of independent variables. [ 8 ] Both types of atypical observations will force the regression line to be close to the point. [ 2 ]

  4. Dixon's Q test - Wikipedia

    en.wikipedia.org/wiki/Dixon's_Q_test

    However, at 95% confidence, Q = 0.455 < 0.466 = Q table 0.167 is not considered an outlier. McBane [1] notes: Dixon provided related tests intended to search for more than one outlier, but they are much less frequently used than the r 10 or Q version that is intended to eliminate a single outlier.

  5. Anscombe's quartet - Wikipedia

    en.wikipedia.org/wiki/Anscombe's_quartet

    The calculated regression is offset by the one outlier, which exerts enough influence to lower the correlation coefficient from 1 to 0.816. Finally, the fourth graph (bottom right) shows an example when one high-leverage point is enough to produce a high correlation coefficient, even though the other data points do not indicate any relationship ...

  6. Leverage (statistics) - Wikipedia

    en.wikipedia.org/wiki/Leverage_(statistics)

    In statistics and in particular in regression analysis, leverage is a measure of how far away the independent variable values of an observation are from those of the other observations. High-leverage points , if any, are outliers with respect to the independent variables .

  7. Theil–Sen estimator - Wikipedia

    en.wikipedia.org/wiki/Theil–Sen_estimator

    As defined by Theil (1950), the Theil–Sen estimator of a set of two-dimensional points (x i, y i) is the median m of the slopes (y j − y i)/(x j − x i) determined by all pairs of sample points. Sen (1968) extended this definition to handle the case in which two data points have the same x coordinate.

  8. Winsorizing - Wikipedia

    en.wikipedia.org/wiki/Winsorizing

    The distribution of many statistics can be heavily influenced by outliers, values that are 'way outside' the bulk of the data. A typical strategy to account for, without eliminating altogether, these outlier values is to 'reset' outliers to a specified percentile (or an upper and lower percentile) of the data. For example, a 90% winsorization ...

  9. Regression diagnostic - Wikipedia

    en.wikipedia.org/wiki/Regression_diagnostic

    Partial regression plot Student's t test for testing inclusion of a single explanatory variable, or the F test for testing inclusion of a group of variables, both under the assumption that model errors are homoscedastic and have a normal distribution .