English, Article edition: Robust model selection criteria for robust Liu estimator Çetin, Meral

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Physical Description
  • article
Language
  • English

Edition details

Title
  • Robust model selection criteria for robust Liu estimator
Author
  • Çetin, Meral
Physical Description
  • article
Notes
  • In linear regression analysis, outliers often have large influence in the model/​variable selection process. The aim of this study is to select the subsets of independent variables which explain dependent variables in the presence of multicollinearity, outliers and possible departures from the normality assumption of the error distribution in robust regression analysis. In this study to overcome this combined problem of multicollinearity and outliers, we suggest to use robust selection criterion with Liu and Liu-type M(LM) estimators.
  • Liu-estimator Robust-Liu estimator M-estimator Robust Cp Robust Tp Robust model selection
  • RePEc:eee:ejores:v:199:y:2009:i:1:p:21-24
Language
  • English
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