Linear Regression: Influential Points and Outliers · Model Diagnosis

Introduction

What this guide covers

Introduction Statistical diagnosis module

Overview

Topics covered

• Introduction
• Linear Regression: Influential Points and Outliers
• The sensitivity of Ordinary Least Squares (OLS)
• Matrix structure of the linear model and the projection matrix (Hat Matrix)
• Taxonomy of anomalous observations
• Atypical Data (Outlier)

Related concepts

Main connections

• Residual analysis & diagnostics
• Linear algebra & matrices
• Variance & standard deviation
• Linear regression
• Calculus & differentiation
• Quantiles & percentiles

Compatible notation

Mathematical sample in LaTeX

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