Robust regression: an inferential method for determining which independent variables are most important

DOI10.1080/02664763.2016.1268105OpenAlexW2561261323MaRDI QIDQ5139088

Rand R. Wilcox

Publication date: 7 December 2020

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

Full work available at URL: https://doi.org/10.1080/02664763.2016.1268105

zbMATH Keywords

measures of associationmediation analysesexplanatory powerlevel robust methods

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• robustbase
• bootstrap

Cites Work

• Exact post-selection inference, with application to the Lasso
• Improved variable selection with forward-lasso adaptive shrinkage
• High breakdown-point and high efficiency robust estimates for regression
• Robust variable selection using least angle regression and elemental set sampling
• Robust nonnegative garrote variable selection in linear regression
• Least angle regression. (With discussion)
• Better Subset Regression Using the Nonnegative Garrote
• Simulation-Based Tests that Can Use Any Number of Simulations
• Unified LASSO Estimation by Least Squares Approximation
• Regression Quantiles
• Notions of Limiting P Values Based on Data Depth and Bootstrap
• Bootstrap tests: how many bootstraps?
• Robust Statistics
• Estimates of the Regression Coefficient Based on Kendall's Tau
• Some Comments on C P
• Robust Statistics
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