A Common problem in linear regression analysis is outliers, which produces
undesirable effects on the least squares estimates. Many widely used regression diagnostics
procedures have been introduced to detect these outliers. However, such diagnostics, which
are based on the least squares estimates, are not efficient and cannot detect correctly
swamping and masking effects. In this paper, we attempt to investigate the robustness of
some well known diagnostics tools, namely, Cook's distance, the Welsch-Kuh distance and
the Hadi measure. The robust version of these diagnostics based on the Huber-M estimation
has been proposed to identify the outliers. A simulation study is performed to compare the
performance of the classical diagnostics with the proposed versions. The findings of this
study indicate that, the proposed alternative versions seem to be reasonable well and should
be considered as worthy robust alternative to the least squares method.