Robust stepwise regression

DOI10.1080/02664760220136168zbMath1121.62305OpenAlexW2154671771MaRDI QIDQ3591745

Claudio Agostinelli

Publication date: 11 September 2007

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: http://paduaresearch.cab.unipd.it/7581/1/WP_2000_10.pdf

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models ⋮ A robust scalar-on-function logistic regression for classification ⋮ Forecasting functional time series using weighted likelihood methodology ⋮ Statistical inference based on a new weighted likelihood approach ⋮ Robust Model Selection with LARS Based on S-estimators

Uses Software

• SAS/STAT

Cites Work

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• Efficiency versus robustness: The case for minimum Hellinger distance and related methods
• Robust model selection in regression via weighted likelihood methodology
• Note on Stepwise Least Squares
• Selection of Subsets of Regression Variables
• Weighted Likelihood Equations with Bootstrap Root Search
• Linear Model Selection by Cross-Validation
• Some Comments on C P

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