High leverage points and vertical outliers resistant model selection in regression

DOI10.15672/HUJMS.842589MaRDI QIDQ5073782zbMATH OpenOpenAlexFDO

Authors Krishna Shende, Dattatraya N. Kashid

Publication date 3 May 2022

Published in Hacettepe Journal of Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15672/hujms.842589

zbMATH Keywords

consistencyrobust model selectionGM-estimator\(C_p\) statistic\(S_p\) statisticadaptive \(S_p\) statistic

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

• ROBUST VARIABLE SELECTION IN REGRESSION IN THE PRESENCE OF OUTLIERS AND LEVERAGE POINTS
• Influential observations, high leverage points, and outliers in linear regression
• Identification and classification of multiple outliers, high leverage points and influential observations in linear regression
• scientific article; zbMATH DE number 5233670
• scientific article; zbMATH DE number 221912
• Efficient estimation and robust inference of linear regression models in the presence of heteroscedastic errors and high leverage points

Cites work

• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 3753890 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• scientific article; zbMATH DE number 1395620 (Why is no real title available?)
• A Bounded Influence, High Breakdown, Efficient Regression Estimator
• A MORE GENERAL CRITERION FOR SUBSET SELECTION IN MULTIPLE LINEAR REGRESSION
• A Robust Version of Mallows's C p
• A comparison of robust versions of the AIC based on M-, S- and MM-estimators
• A robust coefficient of determination for regression
• Asymptotic behavior of general M-estimates for regression and scale with random carriers
• Coefficients of determinations for variable selection in the msae regression
• Efficient Bounded-Influence Regression Estimation
• Estimators of the multiple correlation coefficient: local robustness and confidence intervals
• Fast Very Robust Methods for the Detection of Multiple Outliers
• Generalized linear model selection using R^2
• Influential observations, high leverage points, and outliers in linear regression
• Influential subsets on the variable selection
• Informational complexity criteria for regression models.
• Introduction to robust estimation and hypothesis testing
• Modern statistics for the social and behavioral sciences. A practical introduction
• ROBUST VARIABLE SELECTION IN REGRESSION IN THE PRESENCE OF OUTLIERS AND LEVERAGE POINTS
• Research into multiple outliers in linear regression analysis
• Robust Estimation of a Location Parameter
• Robust Statistics
• Robust regression using iteratively reweighted least-squares
• Some Comments on C P

Cited in

(3)

• The performance of diagnostic-robust generalized potentials for the identification of multiple high leverage points in linear regression
• ROBUST VARIABLE SELECTION IN REGRESSION IN THE PRESENCE OF OUTLIERS AND LEVERAGE POINTS
• Diagnostic robust generalized potential based on index set equality (DRGP (ISE)) for the identification of high leverage points in linear model

Describes a project that uses

Uses Software

• WRS2
• robustbase

This page was built for publication: High leverage points and vertical outliers resistant model selection in regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5073782)