alr3

swMATH4474MaRDI QIDQ16649FDOQ16649

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Source code repository: https://github.com/cran/alr3

Described by source

• Applied Linear Regression

Cited In (only showing first 100 items - show all)

• Using data images for outlier detection
• Pseudo latent models: goodness of fit measures, residuals, estimation, testing, and simulation
• The effect of nonnormality on near‐replicate lack‐of‐fit tests
• A variance shift model for detection of outliers in the linear measurement error model
• Influential data cases when the \(C_p\) criterion is used for variable selection in multiple linear regression
• High-dimensional pseudo-logistic regression and classification with applications to gene expression data
• Evaluating fit in functional data analysis using model embeddings
• A method for simultaneous variable selection and outlier identification in linear regression
• The efficiency of logistic regression compared to normal discriminant analysis under class-conditional classification noise
• Total least squares solution for compositional data using linear models
• Bayesian and likelihood methods for fitting multilevel models with complex level-1 variation.
• Descriptive tests for the identification of outliers in the errors in variables linear model
• A measure of post variable selection error in multiple linear regression, and its estimation
• Detecting social transmission in networks
• Length modified ridge regression
• Solve least absolute value regression problems using modified goal programming techniques.
• Detecting outliers and influential points: an indirect classical Mahalanobis distance-based method
• Missing regressor values under conditions of multicollinearity
• A theory of formal synthesis via inductive learning
• Statistical significance of the LMS regression.
• A note on the behaviour of augmented principal-component plots in regression
• Nonlinear unbiased estimation in the linear regression model with nonnormal disturbances
• Adjusted variable plots for Cox's proportional hazards regression model
• Leveraged least trimmed absolute deviations
• A variance shift model for detection of outliers in the linear mixed measurement error models
• Model-based SIR for dimension reduction
• Sequential profile Lasso for ultra-high-dimensional partially linear models
• The distribution of cook's d statistic
• A new general interpretation of the Stein estimate and how it adapts: Applications.
• Some alternatives to classical regression in the case of collinearity
• Robust Bayesian regularized estimation based on \(t\) regression model
• Change of spatiotemporal scale in dynamic models
• Bootstrapping for multivariate linear regression models
• Linear Transformation Model With Parametric Covariate Transformations
• OR forum: An algorithmic approach to linear regression
• A family of adaptive robust estimates based on the symmetrical generalized logistic distribution
• Constructive Cross-Validation in Linear Prediction
• Simulation experiments with CWA, a new stable regression algorithm, and comparisons with two other stable regression algorithms
• Estimating the \(p\)-values of robust tests for the linear model
• Simultaneous confidence intervals for differential gene expressions
• Nonparametric forecasting: a comparison of three kernel-based methods
• A fixed-width interval for \(1/\beta\) in simple linear regression
• Influential subsets on the variable selection
• Delete-2 and delete-3 jackknife procedures for unmasking in regression
• Prediction intervals for GLMs, GAMs, and some survival regression models
• Robust regression:a weighted least squares approach
• A kind of general influence measure on the linear weighted regression
• A priori analysis of allowable interval between measurements as a test of model validity
• Objective Bayesian transformation and variable selection using default Bayes factors
• Optimally regularised kernel Fisher discriminant classification
• Direction dependence in a regression line
• On a log-symmetric quantile tobit model applied to female labor supply data
• On the identification of the axial force and bending stiffness of stay cables anchored to flexible supports
• Rejecting outliers and estimating errors in an orthogonal-regression framework
• Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach
• Parametric and semiparametric hypotheses in the linear model
• Rank based robust analysis of linear models. I: Exposition and review. With comments and a rejoinder by the author
• A visual procedure for optimal response transformations and curvature specifications
• Correlation based splitting criterionin multi branch decision tree
• Boosted coefficient models
• On simultaneously identifying outliers and heteroscedasticity without specific form
• Consistency of the instrumental weighted variables
• Statistical inference on heteroscedastic models based on regression quantiles
• Some properties of inferences in misspecified linear models
• Distributionally robust \(L_1\)-estimation in multiple linear regression
• Can we trust the bootstrap in high-dimensions? The case of linear models
• Outliers detection in the statistical accuracy test of a \(\mathrm pK_{\mathrm a}\) prediction
• Explained variation in a fully specified model for data-grouped survival data
• Determining the mean-variance relationship in generalized linear models -- A parametric robust way
• An \(R\)-square coefficient based on final prediction error
• Variance components and an additional experiment.
• Efficient approximate leave-one-out cross-validation for kernel logistic regression
• Case Studies Using Panel Data Models
• Time Series
• Generalized bagging
• Applied linear regression
• Variable selection in functional regression models: a review
• Isotonized CDF estimation from judgment poststratification data with empty strata
• Selection of dimension and basis for density estimation and selection of dimension, basis and error distribution for regression
• Neural networks and logistic regression. II.
• Reference values for cook's distance
• Mean mixtures of normal distributions: properties, inference and application
• Exploiting active subspaces to quantify uncertainty in the numerical simulation of the hyshot II scramjet
• Least squares parameter estimation in multiplicative noise models
• A faster algorithm for ridge regression of reduced rank data
• Variational approximation for heteroscedastic linear models and matching pursuit algorithms
• Direct conditional probability density estimation with sparse feature selection
• Expert judgement for dependence in probabilistic modelling: a systematic literature review and future research directions
• Rapid penalized likelihood-based outlier detection via heteroskedasticity test
• Data features1
• Local influence and replacement measure
• Local-mass preserving prior distributions for nonparametric Bayesian models
• Bootstrap and cross-validation estimates of the prediction error for linear regression models
• Kernel discriminant analysis for regression problems
• A method for checking regression models in survival analysis based on the risk score
• Analysis of regression in game theory approach
• Finite mixture of regression modeling for high-dimensional count and biomass data in ecology
• Moderation analysis using a two-level regression model
• Testing for linearity in simple regression models
• Data driven Dirichlet sampling on manifolds

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