A review of regression diagnostics for behavioral research

Chatterjee, Sangit
Yilmaz, Mustafa
1992
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A review of regression diagnostics for behavioral research

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1992

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Influential data points can affect the results of a regression analysis; for example, the usual summary statistics and tests of significance may be misleading. The importance of regression diagnostics in detecting influential points is discussed, and five statistics are recommended for the applied researcher. The suggested diagnostics were used on a small dataset to detect an influential data point, and the effects were analyzed. Colinearity-based diagnostics also are discussed and illustrated on the same dataset. The nonrobustness of the least squares estimates in the presence of influential points is emphasized. Diagnostics for multiple influential points, multivariate regression, multicolinearity, nonlinear regression, and other multivariate procedures also are discussed. Index terms: Andrew-Pregibon measure, colinearity, Cook’s distance, covariance ratio, influential observations, measurement error, partial residual plot, regression diagnostics.

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Applied Psychological Measurement, Volume 16, 1992

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Chatterjee, Sangit & Yilmaz, Mustafa. (1992). A review of regression diagnostics for behavioral research. Applied Psychological Measurement, 16, 209-227. doi:10.1177/014662169201600301

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Chatterjee, Sangit; Yilmaz, Mustafa. (1992). A review of regression diagnostics for behavioral research. Retrieved from the University Digital Conservancy, https://hdl.handle.net/11299/115650.

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