- Publisher: Al-Qadisiyah Journal for Administrative and Economic Sciences
- Available in: PDF
- DOI: 10.33916/23.2.2021/138-145
- Published: July 5, 2021
Improvise Group Diagnostic Potential Measure for Multivariate Normal Data
Assist.Prof.Dr. Hassan S. Uraibi, Sawsan A. Alhussieny
Al-Qadisiyah University / College of Administration and Economics
The diagnosing of outliers is considered a very significant topic in many scientific fields. The existence of outliers in the dataset leads to the breakdown of the method estimator. There are numerous types of outliers that classified according to the nature of the data, as the statistical literature showed. Consequently, the researchers focused on identifying the type of outliers of statistical models by utilizing two diagnostic procedures, individual and group. The individual procedure, unfortunately, neglects the impact of the phenomenon that is masking and swamping, while the second procedure was unable to eliminate this phenomenon completely, but rather decrease the rates of its appearance. The present paper is suggesting the development of one of the famous group diagnostic methods that are so-called (IDRGP) through making use of an RMVN location and scale matrix instead of MVE to decrease the impact of (swamping). The performance of the proposed method that is denoted as (IDRGP.RMVN) has been tested with a certain number of simulation studies and applied with real data. The outcomes show that the performance of our suggested method is more efficient than (IDRGP.MVE) to decrease the swamping points where the sample size is large in the presence of all kinds of outliers.