Mahalanobis' distance
Mahalanobis' distance (MD) is a statistical measure of the extent to which cases are multivariate outliers, based on a chi-square distribution, assessed using p < .001.
The critical chi-square values for 2 to 10 degrees of freedom at a critical alpha of .001 are shown below.
A maximum MD larger than the critical chi-square value for df = k (the number of predictor variables in the model) at a critical alpha value of .001 indicates the presence of one or more multivariate outliers.
| df | Critical value |
|---|---|
| 2 | 13.82 |
| 3 | 16.27 |
| 4 | 18.47 |
| 5 | 20.52 |
| 6 | 22.46 |
| 7 | 24.32 |
| 8 | 26.13 |
| 9 | 27.88 |
| 10 | 29.59 |
For df > 10, refer to a chi-square table (Google search).
See also
[edit | edit source]External links
[edit | edit source]- Detecting outliers - Multivariate (PsychWiki)