Developments in Linear Regression Methodology: 1959-1982

DOI10.2307/1268603zbMATH Open0515.62062OpenAlexW4230778988MaRDI QIDQ3662457FDOQ3662457

Ronald R. Hocking

Publication date: 1983

Published in: Technometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1268603

zbMATH Keywords

variable selectionregression diagnosticsrobust estimationbiased estimation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) History of statistics (62-03) Development of contemporary mathematics (01A65)

Cited In (19)

• On the potential in the estimation of linear functions in regression
• Identifying multiple influential observations in linear regression
• A Classification of influence measures
• Selecting important independent variables in linear regression models
• Cook statistic and diagnostics for transformations
• The internal norm approach to influence diagnostics
• Computations for constrained linear models
• Algebraic connections between the least squares and total least squares problems
• Title not available (Why is that?)
• A constrained linear estimator for multiple regression
• Sparse regression and support recovery with \(\mathbb{L}_2\)-boosting algorithms
• A general structure for the unbiased estimate of the parameter's estimable function in linear regression
• Robust correlation scaled principal component regression
• Direct and indirect least squares methods in continuous-time parameter estimation
• Model selection using information criteria under a new estimation method: least squares ratio
• Subset selection using the total least squares approach in collinearity problems with errors in the variables
• A unifying representation of some case-deletion influence measures in univariate and multivariate linear regression
• Impact of simultaneous omission of a variable and an observation on a linear regression equation
• A graph approach to generate all possible regression submodels

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