A heuristic algorithm to combat outliers and multicollinearity in regression model analysis

DOI10.22067/ijnao.2021.68160.1008zbMath1482.62077OpenAlexW3203879550MaRDI QIDQ3390780

M. Manavi, Mahdi Roozbeh, Saman Babaie-Kafaki

Publication date: 25 March 2022

Full work available at URL: https://ijnao.um.ac.ir/article_40651.html

zbMATH Keywords

condition numberlinear regressionpenalty methodnonlinear mixed integer programmingmetaheuristic algorithm

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Mixed integer programming (90C11) Approximation methods and heuristics in mathematical programming (90C59)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A class of biased estimators based on QR decomposition
• Sparse least trimmed squares regression for analyzing high-dimensional large data sets
• Optimal partial ridge estimation in restricted semiparametric regression models
• A heuristic approach to combat multicollinearity in least trimmed squares regression analysis
• Computer Age Statistical Inference, Student Edition