e-ISSN 2231-8526
ISSN 0128-7680

Home / Regular Issue / JST Vol. 28 (4) Oct. 2020 / JST-2010-2020


Fast and Robust Diagnostic Technique for the Detection of High Leverage Points

Habshah Midi, Hasan Talib Hendi, Jayanthi Arasan and Hassan Uraibi

Pertanika Journal of Science & Technology, Volume 28, Issue 4, October 2020


Keywords: Diagnostic robust generalized potentials, high leverage points, mahalanobis distance, outliers

Published on: 21 October 2020

High Leverage Points (HLPs) are outlying observations in the X -directions. It is very imperative to detect HLPs because the computed values of various estimates are affected by their presence. It is now evident that Diagnostic Robust Generalized Potential which is based on the Minimum Volume Ellipsoid (DRGP(MVE)) is capable of detecting multiple HLPs. However, it takes very long computational running times. Another diagnostic measure which is based on Index Set Equality denoted as DRGP(ISE) is put forward with the main aim of reducing its running time. Nonetheless, it is computationally not stable and still suffers from masking and swamping effects. Hence, in this paper, we propose another version of diagnostic measure which is based on Reweighted Fast Consistent and High Breakdown (RFCH) estimators. We call this measure Diagnostic Robust Generalized Potential based on √n RFCH and it is denoted by DRGP(RFCH). The results of simulation study and real data indicate that our proposed method outperformed the other two methods in term of having the least computing time, highest percentage of correct detection of HLPs and smallest percentage of swamping and masking effects compared to the DRGP(MVE) and DRGP (ISE).

ISSN 0128-7680

e-ISSN 2231-8526

Article ID


Download Full Article PDF

Share this article

Recent Articles