Subset selection in multiple linear regression in the presence of outlier and multicollinearity

DOI10.1016/j.stamet.2014.02.002zbMath1486.62203OpenAlexW2006626316MaRDI QIDQ1731209

Subhash R. Kulkarni, Dattatraya N. Kashid, Nileshkumar H. Jadhav

Publication date: 13 March 2019

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2014.02.002

zbMATH Keywords

subset selectionoutliermultiple linear regressionmulticollinearityjackknifed ridge \(M\)-estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (4)

PBoostGA: pseudo-boosting genetic algorithm for variable ranking and selection ⋮ Variable selection in gamma regression models via artificial bee colony algorithm ⋮ Cluster-based \(L2\) re-weighted regression ⋮ Improving accuracy models using elastic net regression approach based on empirical mode decomposition

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