Robust model selection in generalized linear models

zbMATH Open1166.62051MaRDI QIDQ5325821FDOQ5325821

Authors Samuel Müller, Alan H. Welsh

Publication date 24 July 2009

Full work available at URL https://arxiv.org/abs/0711.2349

zbMATH Keywords

generalized linear modelsrobust estimationrobust model selectionpaired bootstrapstratified bootstrapbootstrap model selection

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Generalized linear models (logistic models) (62J12)

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Cited in

(15)

• Robust model selection using fast and robust bootstrap
• Robust and consistent variable selection in high-dimensional generalized linear models
• Robust Modeling for Inference From Generalized Linear Model Classes
• Fast and flexible methods for monotone polynomial fitting
• Regular, median and Huber cross‐validation: A computational comparison
• 2012 Pitman Medal
• Robust combination of model selection methods for prediction
• Robust subtractive stability measures for fast and exhaustive feature importance ranking and selection in generalised linear models
• Model selection in linear mixed models
• Robust Identification: An approach to select the class of candidate models
• Generalized linear model selection using \(R^2\)
• Model selection in linear regression using paired bootstrap
• Robust model selection in regression via weighted likelihood methodology
• On model selection curves
• Improving robust model selection tests for dynamic models

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