A diagnostic method for simultaneous feature selection and outlier identification in linear regression

DOI10.1016/J.CSDA.2010.02.014zbMath1284.62426OpenAlexW1985334184MaRDI QIDQ2445773

Rajiv S. Menjoge, Roy E. Welsch

Publication date: 14 April 2014

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2010.02.014

zbMATH Keywords

robust statisticsforward searchrobust feature selection

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (9)

Procedures for the identification of multiple influential observations in linear regression ⋮ Regression with outlier shrinkage ⋮ Simultaneous feature selection and outlier detection with optimality guarantees ⋮ A refined convergence analysis of \(\mathrm{pDCA}_{e}\) with applications to simultaneous sparse recovery and outlier detection ⋮ Sparse least trimmed squares regression for analyzing high-dimensional large data sets ⋮ Special issue on variable selection and robust procedures ⋮ Identification and classification of multiple outliers, high leverage points and influential observations in linear regression ⋮ Detecting outliers and influential points: an indirect classical Mahalanobis distance-based method ⋮ Robust subset selection

Uses Software

• forward

Cites Work

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• Robust Linear Model Selection Based on Least Angle Regression
• A Robust Version of Mallows's C p
• Robust Linear Model Selection by Cross-Validation
• Forward search added-variable t-tests and the effect of masked outliers on model selection
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• 10.1162/153244303322753733

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