A regression outlier has a response unusually far from its fitted conditional mean. A standardized regression residual adjusts for regression leverage; an externally studentized residual also estimates noise variance with the observation deleted. Selecting the largest residual among many observations changes its reference distribution. An outlier need not be an influential observation, and unusual valid data should not be discarded solely for being unusual.

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  1. Regression diagnostics
  2. Linear regression
  3. Normal linear model
  4. Statistical modelling
  5. Statistical model
  6. Probability and statistics
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