Coefficients of determinations for variable selection in the msae regression

DOI10.1080/03610920008832506zbMath1061.62540OpenAlexW2084102673MaRDI QIDQ4550601

Rodrigo A. Tavares, Subhash C. Narula, Carmen D. S. André, Silvia Nagib Elian

Publication date: 2000

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

Full work available at URL: https://doi.org/10.1080/03610920008832506

zbMATH Keywords

least absolute errors regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (5)

High leverage points and vertical outliers resistant model selection in regression ⋮ APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001 ⋮ Multiple criteria linear regression ⋮ A MORE GENERAL CRITERION FOR SUBSET SELECTION IN MULTIPLE LINEAR REGRESSION ⋮ A MORE GENERAL CRITERION FOR SUBSET SELECTION IN MULTIPLE LINEAR REGRESSION

Uses Software

• IMSL Numerical Libraries
• SAS

Cites Work

• Unnamed Item
• Robust regression: Asymptotics, conjectures and Monte Carlo
• A further comparison of tests of hypotheses in LAV regression
• Optimal Estimation of Executive Compensation by Linear Programming
• Interior Analysis for the Minimum Sum of Absolute Errors Regression
• Tests of Linear Hypotheses and Lav Estimation: A Monte Carlo Comparison
• A Robust Method for Multiple Linear Regression
• Asymptotic Theory of Least Absolute Error Regression
• Estimating Mixtures of Normal Distributions and Switching Regressions
• A General Qualitative Definition of Robustness
• Interval Estimation for the Two-Parameter Double Exponential Distribution

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