A MORE GENERAL CRITERION FOR SUBSET SELECTION IN MULTIPLE LINEAR REGRESSION

DOI10.1081/STA-120003653zbMath1075.62582MaRDI QIDQ4449028

Subhash R. Kulkarni, Dattatraya N. Kashid

Publication date: 4 February 2004

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

Subset selectionMultiple linear regressionHuber M-estimator\(C_p\)-statistic\(RC_p\)-statistic

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (4)

High leverage points and vertical outliers resistant model selection in regression ⋮ Consistent and robust variable selection in regression based on Wald test ⋮ Robust Model Averaging Method Based on LOF Algorithm ⋮ Subset selection in multiple linear regression in the presence of outlier and multicollinearity

Cites Work

• A Robust Version of Mallows's C p
• Coefficients of determinations for variable selection in the msae regression
• Influential subsets on the variable selection
• Linear Statistical Inference and its Applications
• Some Comments on C P
• Robust Statistics
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