Robust Diagnostic Regression Analysis

By: Anthony Atkinson, Marco Riani

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eText | 6 December 2012

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This book is about using graphs to understand the relationship between a regression model and the data to which it is fitted. Because of the way in which models are fitted, for example, by least squares, we can lose infor mation about the effect of individual observations on inferences about the form and parameters of the model. The methods developed in this book reveal how the fitted regression model depends on individual observations and on groups of observations. Robust procedures can sometimes reveal this structure, but downweight or discard some observations. The novelty in our book is to combine robustness and a forward" " search through the data with regression diagnostics and computer graphics. We provide easily understood plots that use information from the whole sample to display the effect of each observation on a wide variety of aspects of the fitted model. This bald statement of the contents of our book masks the excitement we feel about the methods we have developed based on the forward search. We are continuously amazed, each time we analyze a new set of data, by the amount of information the plots generate and the insights they provide. We believe our book uses comparatively elementary methods to move regression in a completely new and useful direction. We have written the book to be accessible to students and users of statistical methods, as well as for professional statisticians.