An Approximate Test for Outliers in Linear Models

Abstract

A test statistic for detecting outliers in linear models involving residuals standardized by their individual standard deviations is considered and it is suggested that its critical values are adequately approximated by upper bounds for the critical values of a similar test statistic involving residuals standardized by a constant standard deviation. The test procedure is applicable to any linear model and does not require a re-analysis with the suspected outlier omitted or treated as a missing value. Two regression analyses are given to illustrate the procedure.