Linear Regression Diagnostics

By Roy E. Welsch, E. Kuh. 2015

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SOVEREIGNS, UPSTREAM CAPITAL FLOWS, AND GLOBAL IMBALANCES: Sovereigns, Upstream Capital Flows, and Global Imbalances (2014, unknown): “These tests remove the "influential" observations based on the DFITS statistics (Welsch and Kuh 1977) and Cook’s D statistics (Cook 1977).”
Detection of single influential points in OLS regression model building (2001, background): “The Belsey DFFITSi measure, also called Welsch-Kuh’s distance [2], is obtained by the normalization of the sample influence function, and using the variance estimate σ̂ 2(i) obtained from estimates b(i).”
Economic policy uncertainty and the credit channel: aggregate and bank level U.S. evidence over several decades (2016, result): “The positive coefficient on contemporaneous EPU is consistent with economic policy uncertainty inducing tighter credit standards, which after a short lag slows loan growth consistent with both our finding of a significant impact of 4 lags of EPU on bank loan growth and Bassett, et al.’s (2014) resul”
Financial Development and Income Inequality at Different Levels of Institutional Quality (2014, methodology): “Therefore, the different-in-fits statistic of Welsch and Kuh (1977) is used to detect outliers.”