New Tools for Residual Analysis

Abstract

Techniques are presented for stepwise selection of observations in order of discrepancy from a linear model, and for assigning a $P$ value to each selected observation. A general class of criteria for discrepancy is defined, and leading members of the class are discussed. Two ways to define the sequence of $P$ values for a general selection criterion are discussed, and their relative advantages are compared. The techniques are illustrated on several data sets using only the computationally simpler of the two approaches to $P$ values.