Influential Observations and Outliers in Regression

Abstract

Statistics offered by Cook (1977) and Andrews and Pregibon (1978) purport to reveal influential observations in a regression analysis. Detailed examination of these statistics shows that two different types of influence are being measured and this is illustrated with examples derived from a set of data given by Mickey, Dunn, and Clark (1967). Recommendations are given for obtaining the best use of the statistics available.