Variables Selection Using the Wald Test and a Robust C P

DOI10.2307/2986219MaRDI QIDQ4715932zbMATH OpenOpenAlexFDO

Authors Suzanne Sommer, Richard Huggins

Publication date 1996

Published in Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2986219

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35)

Cited in

(12)

• Building a robust linear model with forward selection and stepwise procedures
• A geometric interpretation of Mallows' \(C_p\) statistic and an alternative plot in variable selection
• Robust model selection criteria for robust Liu estimator
• Consistent model selection based on parameter estimates.
• Subset selection in multiple linear regression in the presence of outlier and multicollinearity
• Robust model selection with flexible trimming
• A simulation study on classic and robust variable selection in linear regression
• Applied regression analysis bibliography update 1994-97
• Covariate-Adjusted Reference Intervals for Diagnostic Data
• Consistent and robust variable selection in regression based on Wald test
• Selecting sub-set autoregressions from outlier contaminated data.
• Outlier robust model averaging based on \(_{}\) criterion

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