R help - Apr 2005 - grubbs.test

Dear All,

I have small samples of data (between 6 and 15) for
numerious time series points. I am assuming the data
for each time point is normally distributed. The
problem is that the data arrvies sporadically and I
would like to detect the number of outliers after I
have six data points for any time period. Essentially,
I would like to detect the number of outliers when I
have 6 data points then test whether there are any
ouliers. If so, remove the outliers, and wait until I
have at least 6 data points or when the sample size
increases and test again whether there are any
outliers. This process is repeated until there are no
more data points to add to the sample.

Is it valid to use the grubbs.test in this way?

If not, are there any tests out there that might be
appropriate for this situation? Rosner's test required
that I have at least 25 data points which I don't
have.

Thank you in advance for any help.

Dave

Dear Dave,
I do not know the grubbs.test (is it a function, where can I find it?) 
and probably n=6 data points are really few..

Having said that, what do you mean as "outlier"?
If you mean deviation from the estimated mean (of previous data), you 
might have a look to the strucchange package..(sorry, but now I do not 
remember the exact name of the function)

best,
vito


Dave Evens wrote:
> Dear All,
> 
> I have small samples of data (between 6 and 15) for
> numerious time series points. I am assuming the data
> for each time point is normally distributed. The
> problem is that the data arrvies sporadically and I
> would like to detect the number of outliers after I
> have six data points for any time period. Essentially,
> I would like to detect the number of outliers when I
> have 6 data points then test whether there are any
> ouliers. If so, remove the outliers, and wait until I
> have at least 6 data points or when the sample size
> increases and test again whether there are any
> outliers. This process is repeated until there are no
> more data points to add to the sample.
> 
> Is it valid to use the grubbs.test in this way?
> 
> If not, are there any tests out there that might be
> appropriate for this situation? Rosner's test required
> that I have at least 25 data points which I don't
> have.
> 
> Thank you in advance for any help.
> 
> Dave
> 
> ______________________________________________
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> 
-- 
===================================Vito M.R. Muggeo
Dip.to Sc Statist e Matem `Vianelli'
Universit? di Palermo
viale delle Scienze, edificio 13
90121 Palermo - ITALY
tel: 091 6626240
fax: 091 485726/485612

Dnia 2005-04-14 15:34, U?ytkownik Dave Evens napisa?:

> Is it valid to use the grubbs.test in this way?
>
I'm very happy that someone is interested in my new package, but I must 
worry you, that Grubbs test is probably not proper in such case. Your 
data are dependent (time series) and possibly autocorrelated. The 
outliers package is designed for testing small independent samples (for 
example results of quantitative chemical analysis), not time series data.

Regards,

-- 
Lukasz Komsta
Department of Medicinal Chemistry
Medical University of Lublin
6 Chodzki, 20-093 Lublin, Poland
Fax +48 81 7425165