Finding Regression Outliers With FastRCS
Methodology
2014-02-18 v3
Abstract
The Residual Congruent Subset (RCS) is a new method for finding outliers in the linear regression setting. Like many other outlier detection procedures, RCS searches for a subset which minimizes a criterion. The difference is that the new criterion was designed to be insensitive to the outliers. RCS is supported by FastRCS, a fast regression and affine equivariant algorithm which we also detail. Both an extensive simulation study and two real data applications show that FastRCS performs better than its competitors.
Keywords
Cite
@article{arxiv.1307.4834,
title = {Finding Regression Outliers With FastRCS},
author = {Kaveh Vakili and Eric Schmitt},
journal= {arXiv preprint arXiv:1307.4834},
year = {2014}
}
Comments
23 pages, 10 figures. arXiv admin note: text overlap with arXiv:1301.2053