scientific article
From MaRDI portal
Publication:3871752
zbMath0433.62041MaRDI QIDQ3871752
Publication date: 1980
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
regression analysisinterval estimationexercisesexamplesresidualsmulticollinearityforward selectionbackward eliminationmultiple regression modelsbiased regression estimatorstests of hypothesis
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (39)
Regresion analysis with multicollinear predictor variables: definition, derection, and effects ⋮ Regression methods for high dimensional multicollinear data ⋮ Collinearity detection in linear regression models ⋮ Imputation by power transformation ⋮ Non Monotone Backtracking Inexact BFGS Method for Regression Analysis ⋮ A simulation study on comparison of prediction methods when only a few components are relevant ⋮ Latent root regression: a biased regression methodology for use with collinear predictor variables ⋮ On eigenvalues, case deletion and extremes in regression ⋮ Fractional principal components regression: a general approach to biased estimators ⋮ Detection of collinearity- influential observations ⋮ Model selection in linear regression using paired bootstrap ⋮ Multiple Case High Leverage Diagnosis in Regression Quantiles ⋮ Number of predictors and multicollinearity: What are their effects on error and bias in regression? ⋮ Ridge Regression: Degrees of Freedom in the Analysis of Variance ⋮ A comparison of stein-like procedures for estimating linear regression models with multicollinear data ⋮ A new criterion for variable selection ⋮ On a fuzzy measure of difficulty in system identification ⋮ A nonparametric framework to detect outliers in estimating production frontiers ⋮ Length modified ridge regression ⋮ Using ridge regression to estimate factors affecting the number of births. A comparative study ⋮ Solve least absolute value regression problems using modified goal programming techniques. ⋮ Assessing the influence of individual observations on a goodness-of-fit test based on nonparametric regression ⋮ Improved model selection method for a regression function with dependent noise ⋮ Conditional p-values for the F-statistic in a forward selection procedure ⋮ A further analysis of robust regression modeling and data mining corrections testing in global stocks ⋮ Resampling methods for variable selection in robust regression ⋮ An m-estimation-based model selection criterion with a data-oriented penalty ⋮ A comparison of biased regression estimators using a pitman nearness criterion ⋮ Una caracterizacion aproximada de casos influyentes en multicolinealidad ⋮ Outlier mining based on principal component estimation ⋮ A simple adaptation of variable selection software for regression models to select variables in nested error regression models ⋮ Robust model selection using fast and robust bootstrap ⋮ Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals ⋮ De l'unicité des estimateurs robustes en régression lorsque le paramètre d'échelle et le paramètre de la régression sont estimés simultanément ⋮ Численный метод нелинейного оценивания на основе разностных уравнений ⋮ The development of efficient portfolios in Japan with particular emphasis on sales and earnings forecasting ⋮ Diagnosing collinearity-influential observations ⋮ Approximate regression models and splines ⋮ Influential observations i n the analysis of variance
This page was built for publication: