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

DOI10.1016/J.AMC.2005.09.010zbMATH Open1089.62087OpenAlexW2017035548MaRDI QIDQ2493733FDOQ2493733

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

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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)

Cites Work

• Title not available (Why is that?)
• Regression and time series model selection in small samples
• Some Comments on C P
• A new look at the statistical model identification
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Robust Version of Mallows's C p
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Variables Selection Using the Wald Test and a Robust C P

Cited In (8)

• Title not available (Why is that?)
• Resampling methods for variable selection in robust regression
• Robust variable selection using least angle regression and elemental set sampling
• ROBUST VARIABLE SELECTION IN REGRESSION IN THE PRESENCE OF OUTLIERS AND LEVERAGE POINTS
• M-estimator-based robust estimation of the number of components of a superimposed sinusoidal signal model
• New robust variable selection methods for linear regression models
• Robust model selection criteria for robust Liu estimator
• Title not available (Why is that?)

Uses Software

• mathStatica

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