Robust Model Selection in Linear regression

Sabah Haseeb Hassan

doi:10.32894/kujss.2007.43525

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Robust Model Selection in Linear regression

Sabah Haseeb Hassan

Year: 2007 Journal: Kirkuk University Journal-Scientific Studies Vol: 2 (1)Pages: 55-69

DOI: 10.32894/kujss.2007.43525

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Abstract

The research deals with the proposing of robust formula for the accumulate prediction error (APE) criterion which is used in selecting regression model. The proposed formula evaluated with a simulation study. The formula performed very well against outliers than other robust criteria used in this area especially in the case of small samples.

Keywords:

Outlier Robust regression Linear regression Proper linear model Selection (genetic algorithm) Regression Model selection Statistics Linear model Regression analysis Mathematics Generalized linear model Computer science Econometrics Artificial intelligence Bayesian multivariate linear regression

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Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Robust Model Selection in Linear regression

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