A MORE GENERAL CRITERION FOR SUBSET SELECTION IN MULTIPLE LINEAR REGRESSION

DOI10.1081/STA-120003653MaRDI QIDQ4449028zbMATH OpenFDO

Authors Subhash R. Kulkarni, Dattatraya N. Kashid

Publication date 4 February 2004

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

Subset selectionHuber M-estimatorMultiple linear regression\(C_p\)-statistic\(RC_p\)-statistic

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 3874435 (Why is no real title available?)
• scientific article; zbMATH DE number 3942819 (Why is no real title available?)
• scientific article; zbMATH DE number 46873 (Why is no real title available?)
• A Robust Version of Mallows's C p
• Coefficients of determinations for variable selection in the msae regression
• Influential subsets on the variable selection
• Linear Statistical Inference and its Applications
• Robust Statistics
• Some Comments on C P

Cited in

(13)

• Subset selection for multiple linear regression via optimization
• Subset selection in multiple linear regression with heavy tailed error distribution
• Robust procedures in multiple regression: \(p\)-subsets and a computational proposal
• High leverage points and vertical outliers resistant model selection in regression
• The COR criterion for optimal subset selection in distributed estimation
• Subset selection in multiple linear regression for non-normal symmetric error terms
• Consistent and robust variable selection in regression based on Wald test
• Outlier robust model averaging based on \(_{}\) criterion
• Influential subsets on the variable selection
• Variable selection in linear regression based on ridge estimator
• Influential data cases when the \(C_p\) criterion is used for variable selection in multiple linear regression
• Robust Model Averaging Method Based on LOF Algorithm
• Subset selection in multiple linear regression in the presence of outlier and multicollinearity

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