A robust coefficient of determination for regression
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Publication:963875
DOI10.1016/J.JSPI.2010.01.008zbMATH Open1184.62119OpenAlexW3122204424WikidataQ106880622 ScholiaQ106880622MaRDI QIDQ963875FDOQ963875
Authors: Olivier Renaud, Maria-Pia Victoria-Feser 
Publication date: 14 April 2010
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://archive-ouverte.unige.ch/unige:5712
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Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
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Cited In (18)
- On efficiency properties of an \(R\)-square coefficient based on final prediction error
- Robust coefficients of correlation or spatial autocorrelation based on implicit weighting
- Coefficient of determination for multiple measurement error models
- Conservative confidence intervals on multiple correlation coefficient for high-dimensional elliptical data using random projection methodology
- Statistical inference for a robust measure of multiple correlation
- On the coefficient of multiple determination in a linear regression model
- High leverage points and vertical outliers resistant model selection in regression
- Title not available (Why is that?)
- Robust correlation scaled principal component regression
- Robust variance inflation factor: a promising approach for collinearity diagnostics in the presence of outliers
- Robust measures of association in the correlation model
- An entropy-based approach for a robust least squares spline approximation
- Robust VIF regression with application to variable selection in large data sets
- On the Interpretation and Use of R 2 in Regression Analysis
- Goodness of fit in nonparametric regression modelling
- Saddlepoint approximations for the distribution of some robust estimators of the variogram
- Goodness of fit in restricted measurement error models
- On the properties of the coefficient of determination in regression models with infinite variance variables
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