Effects of an outlying observation on multiple linear regression model : an empirical example in forward selection procedures.
When there are many candidates of predictor variables in a linear regression, often we have problem of selecting only important variables among them. Classical forward selection regression is often used with this goal but it could be very sensitive to the presence of an outlying observation. In this...
| Main Authors: | , |
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| Format: | Conference or Workshop Item |
| Language: | English English |
| Published: |
2012
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| Online Access: | http://psasir.upm.edu.my/id/eprint/27702/1/ID%2027702.pdf |
| _version_ | 1825947175360659456 |
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| author | Fitrianto, Anwar Imam, Hanafi |
| author_facet | Fitrianto, Anwar Imam, Hanafi |
| author_sort | Fitrianto, Anwar |
| collection | UPM |
| description | When there are many candidates of predictor variables in a linear regression, often we have problem of selecting only important variables among them. Classical forward selection regression is often used with this goal but it could be very sensitive to the presence of an outlying observation. In this paper, we show that the presence of a single outlier may irritate of the selecting variables in step(s) of the forward selection in linear regression. As a result, the final linear regression model will be wrongly specified which leads to have misunderstanding of decision makers. |
| first_indexed | 2024-03-06T08:09:12Z |
| format | Conference or Workshop Item |
| id | upm.eprints-27702 |
| institution | Universiti Putra Malaysia |
| language | English English |
| last_indexed | 2024-03-06T08:09:12Z |
| publishDate | 2012 |
| record_format | dspace |
| spelling | upm.eprints-277022014-06-20T03:05:37Z http://psasir.upm.edu.my/id/eprint/27702/ Effects of an outlying observation on multiple linear regression model : an empirical example in forward selection procedures. Fitrianto, Anwar Imam, Hanafi When there are many candidates of predictor variables in a linear regression, often we have problem of selecting only important variables among them. Classical forward selection regression is often used with this goal but it could be very sensitive to the presence of an outlying observation. In this paper, we show that the presence of a single outlier may irritate of the selecting variables in step(s) of the forward selection in linear regression. As a result, the final linear regression model will be wrongly specified which leads to have misunderstanding of decision makers. 2012 Conference or Workshop Item NonPeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/27702/1/ID%2027702.pdf Fitrianto, Anwar and Imam, Hanafi (2012) Effects of an outlying observation on multiple linear regression model : an empirical example in forward selection procedures. In: Basic Science International Conference 2012, 24-25 Feb. 2012, Malang, Indonesia. (pp. 19-22). English |
| spellingShingle | Fitrianto, Anwar Imam, Hanafi Effects of an outlying observation on multiple linear regression model : an empirical example in forward selection procedures. |
| title | Effects of an outlying observation on multiple linear regression model : an empirical example in forward selection procedures. |
| title_full | Effects of an outlying observation on multiple linear regression model : an empirical example in forward selection procedures. |
| title_fullStr | Effects of an outlying observation on multiple linear regression model : an empirical example in forward selection procedures. |
| title_full_unstemmed | Effects of an outlying observation on multiple linear regression model : an empirical example in forward selection procedures. |
| title_short | Effects of an outlying observation on multiple linear regression model : an empirical example in forward selection procedures. |
| title_sort | effects of an outlying observation on multiple linear regression model an empirical example in forward selection procedures |
| url | http://psasir.upm.edu.my/id/eprint/27702/1/ID%2027702.pdf |
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