Coefficients of determinations for variable selection in the msae regression

DOI10.1080/03610920008832506MaRDI QIDQ4550601zbMATH OpenOpenAlexFDO

Authors Carmen D. S. André, Silvia Nagib Elian, Subhash C. Narula, Rodrigo A. Tavares

Publication date 2000

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920008832506

zbMATH Keywords

least absolute errors regression

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05)

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Cites work

• A further comparison of tests of hypotheses in LAV regression
• A General Qualitative Definition of Robustness
• A Robust Method for Multiple Linear Regression
• Asymptotic Theory of Least Absolute Error Regression
• Estimating Mixtures of Normal Distributions and Switching Regressions
• scientific article; zbMATH DE number 3522963 (Why is no real title available?)
• Interior Analysis for the Minimum Sum of Absolute Errors Regression
• Interval Estimation for the Two-Parameter Double Exponential Distribution
• Optimal estimation of executive compensation by linear programming
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Tests of Linear Hypotheses and Lav Estimation: A Monte Carlo Comparison

Cited in

(5)

• A MORE GENERAL CRITERION FOR SUBSET SELECTION IN MULTIPLE LINEAR REGRESSION
• A MORE GENERAL CRITERION FOR SUBSET SELECTION IN MULTIPLE LINEAR REGRESSION
• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
• High leverage points and vertical outliers resistant model selection in regression
• Multiple criteria linear regression

Describes a project that uses

Uses Software

• IMSL Numerical Libraries
• SAS

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