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: | , |
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| Format: | Article |
| Language: | English English |
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Pushpa Publishing House
2013
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| Online Access: | http://psasir.upm.edu.my/id/eprint/30319/1/On%20the%20performance%20of%20stepwise%20selection%20method%20in%20the%20presence%20of%20outliner.pdf |
| _version_ | 1796971717098209280 |
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| author | Fitrianto, Anwar Imam Hanafi, |
| author_facet | Fitrianto, Anwar Imam Hanafi, |
| author_sort | Fitrianto, Anwar |
| collection | UPM |
| description | 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 empirical data to observe the performance of the stepwise regression in the presence of a single outlier in the data. We found that the presence of a single outlier may bother the selecting variables in step(s) of the stepwise regression. This leads to have misinterpretation of decision makers. |
| first_indexed | 2024-03-06T08:17:12Z |
| format | Article |
| id | upm.eprints-30319 |
| institution | Universiti Putra Malaysia |
| language | English English |
| last_indexed | 2024-03-06T08:17:12Z |
| publishDate | 2013 |
| publisher | Pushpa Publishing House |
| record_format | dspace |
| spelling | upm.eprints-303192015-09-17T07:33:02Z http://psasir.upm.edu.my/id/eprint/30319/ On the performance of stepwise selection method in the presence of outliner Fitrianto, Anwar Imam Hanafi, 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 empirical data to observe the performance of the stepwise regression in the presence of a single outlier in the data. We found that the presence of a single outlier may bother the selecting variables in step(s) of the stepwise regression. This leads to have misinterpretation of decision makers. Pushpa Publishing House 2013 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/30319/1/On%20the%20performance%20of%20stepwise%20selection%20method%20in%20the%20presence%20of%20outliner.pdf Fitrianto, Anwar and Imam Hanafi, (2013) On the performance of stepwise selection method in the presence of outliner. Far East Journal of Mathematical Sciences, 79 (1). pp. 77-90. ISSN 0972-0871 English |
| spellingShingle | Fitrianto, Anwar Imam Hanafi, On the performance of stepwise selection method in the presence of outliner |
| title | On the performance of stepwise selection method in the presence of outliner |
| title_full | On the performance of stepwise selection method in the presence of outliner |
| title_fullStr | On the performance of stepwise selection method in the presence of outliner |
| title_full_unstemmed | On the performance of stepwise selection method in the presence of outliner |
| title_short | On the performance of stepwise selection method in the presence of outliner |
| title_sort | on the performance of stepwise selection method in the presence of outliner |
| url | http://psasir.upm.edu.my/id/eprint/30319/1/On%20the%20performance%20of%20stepwise%20selection%20method%20in%20the%20presence%20of%20outliner.pdf |
| work_keys_str_mv | AT fitriantoanwar ontheperformanceofstepwiseselectionmethodinthepresenceofoutliner AT imamhanafi ontheperformanceofstepwiseselectionmethodinthepresenceofoutliner |