Outliers

Outliers (Statistical Model Validation) (GWU EMSE-271)
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"Some outliers may be visually observed from residual normal probablity plots" - EMSE 271, Fall 2009, Slide 220

"In statistics, an **outlier** is an observation that is numerically distant from the rest of the data. Grubbs defined an outlier as:

An outlying observation, or outlier, is one that appears to deviate markedly from other members of the sample in which it occurs. Looking at a normal probability plot, the influential obsevation (outlier) is the one outside the confidence intervals when plotted in Minitab.

"Outliers can occur by chance in any distribution, but they are often indicative //either// of measurement error or that the population has a heavy-tailed distribution. In the former case one wishes to discard them or use statistics that are robust to outliers, while in the latter case they indicate that the distribution has high kurtosis and that one should be very cautious in using tool or intuitions that assume a normal distribution"

" Naive interpretation of statistics derived from data sets that include outliers may be misleading ."

"Estimators capable of coping with outliers are said to be robust: the median is a robust statistic, while the mean is not." - [|Wikipedia]


 * See Also:**
 * Influential Observations
 * Studentized Residuals
 * Minitab DFIT - EMSE 271, Fall 2009, Slide 221
 * Lattin Chapter 3 DFBETAs


 * Sources:**
 * Outlier. (2009, December 5). In //Wikipedia, The Free Encyclopedia//. Retrieved 19:21, December 5, 2009, from []
 * EMSE 271, Fall 2009