A heuristic approach to combat multicollinearity in least trimmed squares regression analysis

DOI10.1016/J.APM.2017.11.011MaRDI QIDQ2295249zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

multicollinearityconstrained optimizationbreakdown pointheuristic algorithmleast trimmed squares estimatorridge estimation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of mathematical programming (90C90)

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Cited in

(11)

• Robust optimization of multistage process: response surface and multi-response optimization approaches
• New restricted Liu estimator in a partially linear model
• 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
• A heuristic algorithm to combat outliers and multicollinearity in regression model analysis
• 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
• A robust false discovery rate controlling procedure using the empirical likelihood with a fast algorithm
• Combining some biased estimation methods with least trimmed squares regression and its application
• Generalized difference-based weighted mixed almost unbiased liu estimator in semiparametric regression models
• M-estimation for linear models with exchangeable errors

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