Outlier Analysis

Mahalanobis and Jackknifed Mahalanobis Distance

  • Mahalanobis distance is a widely used method of multivariate outlier detection.
  • The drawback of the Mahalanobis distance is the fact that the distance is calculated using means and variances, and can hence influence the result of tests that are based on comparing means or include variances in computational procedures.
  • Jackknifing is a process where the multivariate distance for each observation/object is calculated using means, variances, and covariances that did not consider (i.e., not influenced by) the given observation.
The Analysis Output

While performing an outlier analysis, the options for generating the results include:

  • Generating an outlier analysis chart
    • By selecting the outliers the corresponding worksheet rows will be highlighted.
  • Placing the computed Mahalanobis distance values in the source worksheet for further analysis

An Example of Mahalanobis Distance Chart

Outlier Analysis Chart