On the performance of stepwise selection method in the presence of outliner
Stepwise regression is one of common procedures of variable selection in linear regression model when we have many independent variables. The procedure is known to have good performance under least squares methods when there is no outlier in the data. In this article, we conduct a study based on an...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English English |
| Published: |
Pushpa Publishing House
2013
|
| Online Access: | http://psasir.upm.edu.my/id/eprint/30319/1/On%20the%20performance%20of%20stepwise%20selection%20method%20in%20the%20presence%20of%20outliner.pdf |