如何在Eviews中做outlier 分析?
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楼主: Alizee
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请教:outlier |
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回帖推荐crystal8832 发表于2楼 查看完整内容 在Eviews中可以使用Leverage plots判断。
Leverage plots are the multivariate equivalent of a simple residual plot in a univariate regression. Like influence statistics, leverage plots can be used as a method for identifying influential observations or outliers, as well as a method of graphically diagnosing any potential failures of the underlying assumptions of a regression model.
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