Article ID: | iaor1994371 |
Country: | United Kingdom |
Volume: | 20 |
Issue: | 3 |
Start Page Number: | 349 |
End Page Number: | 353 |
Publication Date: | Apr 1993 |
Journal: | Computers and Operations Research |
Authors: | Troutt Marvin D., Tadisina Suresh K. |
In previous work, a mixed integer programming model was proposed for the systematic identification of potential outliers in connection with minimax absolute error regression. This method simultaneously estimates the regression parameters in the process of outlier identification. In this paper the authors report on some validity testing for the method based on simulated outlier inclusion. The results suggest that the method is effective in identification of such simulated outliers.