A MORE GENERAL CRITERION FOR SUBSET SELECTION IN MULTIPLE LINEAR REGRESSION

DOI10.1081/STA-120003653zbMATH Open1075.62582MaRDI QIDQ4449028FDOQ4449028

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)

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• scientific article; zbMATH DE number 475222

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)

Cites Work

• Linear Statistical Inference and its Applications
• Some Comments on C P
• Robust Statistics
• 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?)
• Coefficients of determinations for variable selection in the msae regression
• Influential subsets on the variable selection

Cited In (13)

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

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