Great reply from Tom. The other way to see it (more from philosophical nature) - by definition the 'world wide web' is
'The World Wide Web (www, W3) is an information system of interlinked hypertext documents that are accessed via the Internet and built on top of the Domain Name System'. (Wikipedia)
If you site only has only incoming links, and no outgoing links - it's like a dead end street (or and end-node) and would be a bit in contradiction of what the www is (was) all about. It would also seem that you are convinced that your site has all the possible answers / solutions for a certain topic and that you are convinced that no other site could be of interest for your visitors.
No hard facts or figures to support this theory, just my gut feeling. If you have a number of good external references that have added value content for your visitors I would certainly link to them.
rgds,
Dirk