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Learn How To Remove Outliers / Extreme Values Using Regression Method & Scaled Residuals in SPSS
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- čas přidán 27. 07. 2020
- The #Outliers and #extreme values can be detected using #univariate methods of #Boxplots in #statistics. but to remove outliers in a relationship / model we need to detect them using #regression method of single equation. This tutorial is a foundation that explores this regression method to detect outliers in #residuals in #crosssectional, #timeseries and #paneldata in #SPSS.
thank you. to remove all the oultlier should be manual? also how to increase R square? if we transform the dependent variable using square root or logarithm, will it be represenntative?
you have to remove manually. if you want to do it automatically then you have to store the standardized residuals and apply a filter to exclude the sample with high residuals. It will increase R squared as the deviation of the data is shrinking, further addition of relevant variables increase the R squared.
Thank You
Welcome
its helpful
Welcome
I have followed this and removed the outliers, however, when I go to run the regression again, more outliers appear every time! what am I doing wrong?
you can notice that the distance of the outlier is smaller every time, though you cannot remove the outlier 100% but you need to make a criteria to 2 standard deviation of error term or 3 standard deviations after that you must accept all outliers
can we perform this exercise in case of non-linear regression?
Yes the outliers are residual based. So any regeression model can be used.
@@nomanarshed how to do it on Excel...?
@@ajay4forest run regression and generate residual series. All obervations with high residuals are outliers