A heuristic algorithm to combat outliers and multicollinearity in regression model analysis

DOI10.22067/IJNAO.2021.68160.1008MaRDI QIDQ3390780zbMATH OpenOpenAlexFDO

Authors M. Roozbeh, Saman Babaie-Kafaki, M. Manavi

Publication date 25 March 2022

Full work available at URL https://ijnao.um.ac.ir/article_40651.html

zbMATH Keywords

condition numberlinear regressionmetaheuristic algorithmnonlinear mixed integer programmingpenalty method

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Mixed integer programming (90C11) Approximation methods and heuristics in mathematical programming (90C59)

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Cites work

• A class of biased estimators based on QR decomposition
• A heuristic approach to combat multicollinearity in least trimmed squares regression analysis
• Computer age statistical inference. Algorithms, evidence, and data science
• scientific article; zbMATH DE number 1805736 (Why is no real title available?)
• scientific article; zbMATH DE number 5358922 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Optimal partial ridge estimation in restricted semiparametric regression models
• Sparse least trimmed squares regression for analyzing high-dimensional large data sets

Cited in

(5)

• A heuristic approach to combat multicollinearity in least trimmed squares regression analysis
• Two penalized mixed-integer nonlinear programming approaches to tackle multicollinearity and outliers effects in linear regression models
• A useful approach to identify the multicollinearity in the presence of outliers
• Statistical inference for matrix-vector linear regression without debiasing under Kronecker covariance structure
• A comparison between penalized logistic regressions and classification tree approaches

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