A simulation study on classic and robust variable selection in linear regression

DOI10.1016/J.AMC.2005.09.010MaRDI QIDQ2493733zbMATH OpenOpenAlexFDO

Authors Meral Çetin, Aydın Erar

Publication date 16 June 2006

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2005.09.010

zbMATH Keywords

robust regressionM-estimatorsrobust variable selectionMallows' Cp and Akaike criteria

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20)

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• A Robust Version of Mallows's C p
• A new look at the statistical model identification
• Regression and time series model selection in small samples
• Some Comments on C P
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Cited in

(12)

• Robust model selection criteria for robust Liu estimator
• On the performance of stepwise selection method in the presence of outlier
• New robust variable selection methods for linear regression models
• scientific article; zbMATH DE number 888928 (Why is no real title available?)
• Robust model selection criteria for robust S and LTS estimators
• Overview of robust variable selection methods for high-dimensional linear regression model
• M-estimator-based robust estimation of the number of components of a superimposed sinusoidal signal model
• scientific article; zbMATH DE number 1777345 (Why is no real title available?)
• ROBUST VARIABLE SELECTION IN REGRESSION IN THE PRESENCE OF OUTLIERS AND LEVERAGE POINTS
• Robust regression estimation and variable selection when cellwise and casewise outliers are present
• Resampling methods for variable selection in robust regression
• Robust variable selection using least angle regression and elemental set sampling

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Uses Software

• mathStatica

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