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Econometric applications of the forward search in regression: robustness, diagnostics, and graphics

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The article illustrates the use of the forward search to provide robust analyses of econometric data. The emphasis is on informative plots that reveal the inferential importance of each observation. The division of observations into “good” and “bad” leverage points is shown to be potentially misleading.

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en

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http://eprints.lse.ac.uk/30356/

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