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On likelihood distance for outliers detection.

Publication ,  Journal Article
Wang, W; Chow, SC; Wei, WW
Published in: J Biopharm Stat
November 1995

The likelihood distance has been widely used to detect outlying observations in data analysis. Cook and Weisberg (5) suggested that the likelihood distance may be compared to a chi 2 distribution for large samples. In this paper, we show that use of the chi 2 distribution is inappropriate. The results indicate that the likelihood distance does not follow an asymptotically chi 2 distribution. Instead, it converges to 0 in probability as the sample size increases. We show that for a nondegenerate limiting distribution, a multiplication factor related to the sample size n is needed. In general, the limiting distribution of this modified statistic is model-dependent.

Duke Scholars

Published In

J Biopharm Stat

DOI

ISSN

1054-3406

Publication Date

November 1995

Volume

5

Issue

3

Start / End Page

307 / 322

Location

England

Related Subject Headings

  • Statistics & Probability
  • Sampling Studies
  • Research Design
  • Regression Analysis
  • Linear Models
  • Likelihood Functions
  • Humans
  • Data Interpretation, Statistical
  • 4905 Statistics
  • 3214 Pharmacology and pharmaceutical sciences
 

Citation

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Wang, W., Chow, S. C., & Wei, W. W. (1995). On likelihood distance for outliers detection. J Biopharm Stat, 5(3), 307–322. https://doi.org/10.1080/10543409508835116
Wang, W., S. C. Chow, and W. W. Wei. “On likelihood distance for outliers detection.J Biopharm Stat 5, no. 3 (November 1995): 307–22. https://doi.org/10.1080/10543409508835116.
Wang W, Chow SC, Wei WW. On likelihood distance for outliers detection. J Biopharm Stat. 1995 Nov;5(3):307–22.
Wang, W., et al. “On likelihood distance for outliers detection.J Biopharm Stat, vol. 5, no. 3, Nov. 1995, pp. 307–22. Pubmed, doi:10.1080/10543409508835116.
Wang W, Chow SC, Wei WW. On likelihood distance for outliers detection. J Biopharm Stat. 1995 Nov;5(3):307–322.
Journal cover image

Published In

J Biopharm Stat

DOI

ISSN

1054-3406

Publication Date

November 1995

Volume

5

Issue

3

Start / End Page

307 / 322

Location

England

Related Subject Headings

  • Statistics & Probability
  • Sampling Studies
  • Research Design
  • Regression Analysis
  • Linear Models
  • Likelihood Functions
  • Humans
  • Data Interpretation, Statistical
  • 4905 Statistics
  • 3214 Pharmacology and pharmaceutical sciences