New Tools for Residual Analysis

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.