Econometric Applications of the Forward Search in Regression: Robustness, Diagnostics, and Graphics

DOI10.1080/07474930802387803zbMath1161.62446OpenAlexW2120991341MaRDI QIDQ3615075

Anthony C. Atkinson

Publication date: 17 March 2009

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474930802387803

zbMATH Keywords

outliersleverageresidualsLTSvery robust methodsfan plotbad leverage point

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Robustness and adaptive procedures (parametric inference) (62F35) Diagnostics, and linear inference and regression (62J20) Graphical methods in statistics (62A09)

Related Items (6)

Data driven robust estimation methods for fixed effects panel data models ⋮ Robust estimation of a multilevel model with structural change ⋮ Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics ⋮ Diagnostics in multivariate generalized Birnbaum-Saunders regression models ⋮ Robust Estimation of a Spatiotemporal Model with Structural Change ⋮ The forward search: theory and data analysis

Cites Work

• Exploring multivariate data with the forward search.
• Robust diagnostic regression analysis
• Least Median of Squares Regression
• Forward search added-variable t-tests and the effect of masked outliers on model selection
• Econometric applications of high-breakdown robust regression techniques

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