Leverage and breakdown in L sub 1 regression.

From: Journal of the American Statistical Association | Date: March 1, 1992| Author: Ellis, Steven P.; Morgenthaler, Stephan | Copyright information

In this article the notion of leverage of a design point when fitting a linear regression model is interpreted geometrically. In the case of least squares fitting, the leverage indicators based on the diagonal of the hat matrix are widely applied. By interpreting these hat matrix indicators geometrically, leverage can be generalized to groups of design points, as well as to other methods of fitting. The article introduces a leverage indicator that is appropriate for [L.sub.1] regre...

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