The following pages link to (Q3938378):
Displaying 50 items.
- Generation of prediction optimal projection on latent factors by a stochastic search algorithm (Q957009) (← links)
- Alternative computational formulae for generalized linear model diagnostics: identifying influential observations with SAS software (Q957155) (← links)
- Influential data cases when the \(C_p\) criterion is used for variable selection in multiple linear regression (Q959278) (← links)
- Data analysis using regression models with missing observations and long-memory: an application study (Q959290) (← links)
- Tests for regression models with heteroskedasticity of unknown form (Q959357) (← links)
- Identifying influential multinomial observations by perturbation (Q959363) (← links)
- Local influence in measurement error models with ridge estimate (Q959364) (← links)
- Investigating omitted variable bias in regression parameter estimation: a genetic algorithm approach (Q959367) (← links)
- Cressie and Read power-divergences as influence measures for logistic regression models (Q959404) (← links)
- New formulations for recursive residuals as a diagnostic tool in the fixed-effects linear model with design matrices of arbitrary rank (Q961407) (← links)
- Assessing global influential observations in modified ridge regression (Q1004270) (← links)
- Derived components regression using the BACON algorithm (Q1010390) (← links)
- Deletion measures for generalized linear mixed effects models (Q1010452) (← links)
- A SAS/IML software program for GEE and regression diagnostics (Q1010460) (← links)
- A consensus sampling technique for fast and robust model Fitting (Q1015189) (← links)
- Robust estimation of multivariate regression model (Q1019444) (← links)
- Improving the robustness of fractional polynomial models by preliminary covariate transformation: a pragmatic approach (Q1020079) (← links)
- A graph approach to generate all possible regression submodels (Q1020883) (← links)
- Continuum redundancy-\textit{PLS} regression: a simple continuum approach (Q1023706) (← links)
- Assessing influence in Gaussian long-memory models (Q1023794) (← links)
- Robust model selection using fast and robust bootstrap (Q1023882) (← links)
- A stochastic restricted ridge regression estimator (Q1026359) (← links)
- Regularized generalized structured component analysis (Q1036147) (← links)
- On multicollinearity and concurvity in some nonlinear multivariate models (Q1039952) (← links)
- Recursive stability analysis of linear regression relationships. An exploratory methodology (Q1051384) (← links)
- Multicollinear effects of weighted least squares regression (Q1056495) (← links)
- Estimative influence measures for the multivariate general linear model (Q1063351) (← links)
- Bayesian regression diagnostics with applications to international consumption and income data (Q1070736) (← links)
- The general linear model of the generalized singular value decomposition (Q1072313) (← links)
- Influence diagnostics for censored regression models (Q1075727) (← links)
- Diagnostics for penalized least-squares estimators (Q1083816) (← links)
- The general problem of ill conditioning and its role in statistical analysis (Q1085927) (← links)
- Random group effects and the precision of regression estimates (Q1089714) (← links)
- Adjusted variable plots for Cox's proportional hazards regression model (Q1126026) (← links)
- Nonparametric regression using Bayesian variable selection (Q1126478) (← links)
- A clustering algorithm for identifying multiple outliers in linear regression. (Q1128901) (← links)
- Regional concentration and efficiency in Mexican manufacturing (Q1130013) (← links)
- Applications of the asymmetric eigenvalue problem techniques to robust testing (Q1193799) (← links)
- A robust method of estimation based on the MML estimators for a simple linear regression model (Q1193993) (← links)
- Effect of deleting an observation on the equality of the OLSE and BLUE (Q1195591) (← links)
- On the computational competitiveness of full-information maximum- likelihood and three-stage least-squares in the estimation of nonlinear, simultaneous-equations models (Q1259131) (← links)
- The comparison between polynomial regression and orthogonal polynomial regression (Q1265991) (← links)
- A procedure for the detection of multivariate outliers. (Q1275531) (← links)
- Diagnostics for nonlinearity in generalized linear models. (Q1285508) (← links)
- The mean-shift outlier model in general weighted regression and its applications. (Q1292217) (← links)
- Stability of the inverse correlation matrix. Partial ridge regression (Q1298948) (← links)
- Fréchet distance as a tool for diagnosing multivariate data (Q1300830) (← links)
- The development of efficient portfolios in Japan with particular emphasis on sales and earnings forecasting (Q1313146) (← links)
- Cross-sector export `externalities' in developing countries (Q1327928) (← links)
- Combining regression diagnostics with simulation metamodels (Q1328597) (← links)
