Subset selection in multiple linear regression in the presence of outlier and multicollinearity

DOI10.1016/J.STAMET.2014.02.002MaRDI QIDQ1731209zbMATH OpenOpenAlexFDO

Authors Nileshkumar H. Jadhav, Dattatraya N. Kashid, Subhash R. Kulkarni

Publication date 13 March 2019

Published in Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.stamet.2014.02.002

zbMATH Keywords

jackknifed ridge \(M\)-estimatormulticollinearitymultiple linear regressionoutliersubset selection

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

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• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A MORE GENERAL CRITERION FOR SUBSET SELECTION IN MULTIPLE LINEAR REGRESSION
• A Robust Version of Mallows's C p
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
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• scientific article; zbMATH DE number 837302 (Why is no real title available?)
• scientific article; zbMATH DE number 3254517 (Why is no real title available?)
• Influential subsets on the variable selection
• Introduction to linear regression analysis.
• Ridge Regression: Applications to Nonorthogonal Problems
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge regression:some simulations
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Robust Statistics
• Some Comments on C P
• Variable selection in linear regression based on ridge estimator
• Variables Selection Using the Wald Test and a Robust C P

Cited in

(11)

• Cluster-based \(L2\) re-weighted regression
• Subset selection using the total least squares approach in collinearity problems with errors in the variables
• Variable selection in linear regression based on ridge estimator
• PBoostGA: pseudo-boosting genetic algorithm for variable ranking and selection
• A MORE GENERAL CRITERION FOR SUBSET SELECTION IN MULTIPLE LINEAR REGRESSION
• Subset selection in multiple linear regression with heavy tailed error distribution
• BEST SUBSET SELECTION FOR ELIMINATING MULTICOLLINEARITY
• Variable selection in gamma regression models via artificial bee colony algorithm
• Subset selection in multiple linear regression for non-normal symmetric error terms
• Improving accuracy models using elastic net regression approach based on empirical mode decomposition
• Outlier robust model averaging based on \(_{}\) criterion

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