Vol. 14 No. 3 (2004)
Artículos de Investigación

Una Modificación a la Distancia de Cook

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  • José Antonio Díaz García,
  • Oscar Alejandro Martínez Jaime
DOI: https://doi.org/10.15174/au.2004.223

Published 2004-12-01

Keywords

  • Diagnostic measures,
  • Generalized Mahalanobis distance,
  • Influential points.
  • Medidas de diagnóstico,
  • Distancia de Mahalanobis generalizada,
  • Puntos influyentes.

How to Cite

Díaz García, J. A., & Martínez Jaime, O. A. (2004). Una Modificación a la Distancia de Cook. Acta Universitaria, 14(3), 21–31. https://doi.org/10.15174/au.2004.223

Abstract

A modification of the classical Cook´s distance is proposed in this paper, being based on the distance of widespread Mahalanobis in the context of multivariate normal linear regression model. Further more, the exact distribution of a pivotal type statistics based on this generalized Mahalanobis distance is established, providing critical points for the identification of outliers in data points. The procedure is illustrated with an example, in the case of multiple and multivariate linear regression.
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