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Multivariate quality control: Identifying an out-of-control process and variable using linear regression and an associated statistic

Posted on:2010-07-25Degree:M.SType:Thesis
University:Northern Illinois UniversityCandidate:Hickey, ScottFull Text:PDF
GTID:2442390002480193Subject:Statistics
Abstract/Summary:
When a T2 control chart produces an out-of-control signal, it gives no direct information concerning which subset of the variables is responsible. A new method is presented for addressing this problem. It uses the "difference in beta" statistic (DFBETA), which measures the influence of a single observation on the given regression coefficients. The motivation for using the DFBETA is that if a regression coefficient will be significantly changed with the exclusion of a specific case, the variable associated with that DFBETA may be out-of-control. For processes with certain types of variance-covariance structures, the method presented is better at detecting single variable shifts than many existing methods.
Keywords/Search Tags:Variable, Out-of-control, Regression
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