I am estimating parameters on a dataset that would, for the most part, result in a weakly constrained solution. The dataset however also contains a few more data points that make the solution well-conditioned. The issue is illustrated in an example of a simple line fit in the sketch below.While the few constraining points may actually be good/inliers the obtained solution clearly still heavily depends on these few data points.I would now like to have a direct measure that can tell me the relative amount of evidence that contributed to the 'well-constrainedness' of a solution. (In the illustration below that number would indicate a low amount of evidence).Does such a direct measure exist or would I have to go through sampling/clustering/segmenting the dataset?
Parameter Fitting: Need measure of data 'support' for a parameter solution
regression;condition number;data analysis;data sets