Re: [R] outlier identification: is there a redundancy-invariant substitution for mahalanobis distances?

2004-01-21 Thread Prof Brian Ripley
Your extra column is not redundant: it adds an extra column of information, and outliers in that column after removing the effects of the other columns are still multivariate outliers. Effectively you have added one more dimension to the sphered point cloud, and mahalanobis distance is Euclidea

[R] outlier identification: is there a redundancy-invariant substitution for mahalanobis distances?

2004-01-21 Thread "Jens Oehlschlägel"
Dear R-experts, Searching the help archives I found a recommendation to do multivariate outlier identification by mahalanobis distances based on a robustly estimated covariance matrix and compare the resulting distances to a chi^2-distribution with p (number of your variables) degrees of freedom