plotResiduals looks for multivariant outliers or?
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Does anyone know if plotResiduals (like described here: http://www.mathworks.co.uk/help/stats/linear-regression-model-workflow.html#zmw57dd0e22671) looks for multivariante outliers (univariant: deviation from a normal value on on single variable, multivariante: unusual combination of several variables). I think so, or, as it considers the whole model?
Roger Wohlwend on 4 Aug 2014
No. In the example they look for outliers in the residuals, not for outliers in the inedpendent variables. That means they look for exceptionally high or low residuals. Detecting an unusual combination of several variables would be much harder and there is no Matlab algorithm for that. If you build a model you are interested in outliers in the residuals, not necessarily in outliers in the dependent variables.