Building a robust linear model with forward selection and stepwise procedures

DOI10.1016/J.CSDA.2007.01.007MaRDI QIDQ1020809zbMATH OpenOpenAlexFDO

Authors Jafar A. Khan, Ruben H. Zamar, Stefan Van Aelst

Publication date 2 June 2009

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

Full work available at URL https://doi.org/10.1016/j.csda.2007.01.007

zbMATH Keywords

computational complexitypairwise robust correlationrobust model selectionstepwise algorithm

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Robustness and adaptive procedures (parametric inference) (62F35) Linear regression; mixed models (62J05)

Recommendations

• Robust stepwise regression
• Fast robust model selection in large datasets
• Selective overview of forward selection in terms of robust correlations
• Robust Linear Model Selection Based on Least Angle Regression
• Robust Linear Model Selection by Cross-Validation

Cites work

• A Robust Version of Mallows's C p
• A Statistical View of Some Chemometrics Regression Tools
• Algorithms for robust model selection in linear regression
• High breakdown-point and high efficiency robust estimates for regression
• scientific article; zbMATH DE number 4054836 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• Regressions by Leaps and Bounds
• Robust Linear Model Selection by Cross-Validation
• Robust m-estimators of multivariate location and scatter
• Robust Statistics
• Robust Statistics
• Variables Selection Using the Wald Test and a Robust C P

Cited in

(15)

• Editorial: Machine learning and robust data mining
• Robust model selection using fast and robust bootstrap
• Group subset selection for linear regression
• Robust concentration graph model selection
• Fast robust estimation of prediction error based on resampling
• Robust model selection with flexible trimming
• Robust variable selection with application to quality of life research
• Robust model selection with LARS based on S-estimators
• Robust stepwise regression
• Robust Linear Model Selection Based on Least Angle Regression
• Selective overview of forward selection in terms of robust correlations
• Fast robust model selection in large datasets
• Algorithms for robust model selection in linear regression
• Comments on ``Data science, big data and statistics
• Robust Multi-Model Subset Selection

Describes a project that uses

Uses Software

• robustbase
• alr3

This page was built for publication: Building a robust linear model with forward selection and stepwise procedures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1020809)