Multiple linear regression/Multivariate outliers

Multivariate outliers

Check whether there are influential multivariate outlying cases using Mahalanobis distance & Cook’s D. Using PASW:

• Linear Regression - Save - Mahalanobis and Cook's D - OK
• SPSS will create new variables called mah_1 and coo_1.
• Check the Residuals Statistics table in the output for the maximum Mahalanobis and Cook’s distances.
• The maximum Mahalanobis distance should not be greater than the critical chi-square value with degrees of freedom equal to number of predictors, with critical alpha (α) =.001.
• Cook’s D should not be greater than 1.
• If outliers are detected, check each case, and consider removing the case from the analysis.
• See also Francis 5.1.4.2 Screening for influential case