Applications of Robust Distances for Regression

Authors

David J. Olive, Southern Illinois University CarbondaleFollow

Comments

Published in Technometrics, 44, 64-71.

Abstract

The DD plot, introduced by Rousseeuw and Van Driessen (1999), is a plot of classical vs robust Mahalanobis distances: MD_i vs RD_i. The DD plot can be used as a diagnostic for multivariate normality and elliptical symmetry, and to assess the success of numerical transformations towards elliptical symmetry. In the regression context, many procedures can be adversely affected if strong nonlinearities are present in the predictors. Even if strong nonlinearities are present, the robust distances can be used to help visualize important regression models such as generalized linear models.

Recommended Citation

Olive, David J. "Applications of Robust Distances for Regression." (Feb 2002).