A heuristic approach to combat multicollinearity in least trimmed squares regression analysis
DOI10.1016/J.APM.2017.11.011zbMATH Open1480.62146OpenAlexW2781181131MaRDI QIDQ2295249FDOQ2295249
Authors: M. Roozbeh, Saman Babaie-Kafaki, Alireza Naeimi Sadigh 
Publication date: 12 February 2020
Published in: Applied Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apm.2017.11.011
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multicollinearityconstrained optimizationbreakdown pointheuristic algorithmleast trimmed squares estimatorridge estimation
Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of mathematical programming (90C90)
Cites Work
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Cited In (10)
- A heuristic algorithm to combat outliers and multicollinearity in regression model analysis
- Generalized difference-based weighted mixed almost unbiased liu estimator in semiparametric regression models
- A robust false discovery rate controlling procedure using the empirical likelihood with a fast algorithm
- New restricted Liu estimator in a partially linear model
- Robust optimization of multistage process: response surface and multi-response optimization approaches
- Two penalized mixed-integer nonlinear programming approaches to tackle multicollinearity and outliers effects in linear regression models
- Modified least trimmed quantile regression to overcome effects of leverage points
- Improved high-dimensional regression models with matrix approximations applied to the comparative case studies with support vector machines
- Covariance matrices of S robust regression estimators
- M-estimation for linear models with exchangeable errors
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