Building a robust linear model with forward selection and stepwise procedures

DOI10.1016/j.csda.2007.01.007zbMath1452.62499OpenAlexW2017014583MaRDI QIDQ1020809

Ruben H. Zamar, Jafar A. Khan, Stefan Van Aelst

Publication date: 2 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.01.007

zbMATH Keywords

computational complexityrobust model selectionpairwise robust correlationstepwise algorithm

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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Uses Software

• alr3
• robustbase

Cites Work

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• High breakdown-point and high efficiency robust estimates for regression
• Robust m-estimators of multivariate location and scatter
• Regressions by Leaps and Bounds
• A Robust Version of Mallows's C p
• Robust Linear Model Selection by Cross-Validation
• A Statistical View of Some Chemometrics Regression Tools
• Variables Selection Using the Wald Test and a Robust C P
• Robust Statistics
• Robust Statistics