Effects of a single outlier on the coefficient of determination: an empirical study

• Main Authors: Fitrianto, Anwar, Rana, Md. Sohel, Midi, Habshah, Hydara, Kutub
• Format: Conference or Workshop Item
• Language: English
• Published: AIP Publishing LLC 2014
• Online Access: http://psasir.upm.edu.my/id/eprint/57301/1/Effects%20of%20a%20single%20outlier%20on%20the%20coefficient%20of%20determination%20an%20empirical%20study.pdf; http://psasir.upm.edu.my/id/eprint/57301/

This article investigates the effects of outliers on the coefficient of determination, R2 which is computed by Ordinary Least Squares (OLS) estimator. It is now evident that the OLS is greatly affected by outliers and hence the R2 is also affected. This problem can be solved by using the robust esti...