High leverage points can induce or disrupt multicollinearity patterns in data. Observations responsible for this problem are generally known as collinearityinfluential observations. A significant amount of published work on the identification of collinearity-influential observations exists; however, we show in this article that all commonly used detection techniques display greatly reduced sensitivity in the presence of multiple high leverage collinearity-influential observations. We propose a new measure based on a diagnostic robust group deletion approach. Some practical cutoff points for existing and developed diagnostics measures are also introduced. Numerical examples and simulation results show that the proposed measure provides significant improvement over the existing measures.
Keywords Collinearity-influential measure; Collinearity-influential observations; Diagnostic robust generalized potential; High leverage points.