On the performance of stepwise selection method in the presence of outliner

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...

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Bibliographic Details
Main Authors: Fitrianto, Anwar, Imam Hanafi
Format: Article
Language:English
English
Published: Pushpa Publishing House 2013
Online Access:http://psasir.upm.edu.my/id/eprint/30319/
http://psasir.upm.edu.my/id/eprint/30319/1/On%20the%20performance%20of%20stepwise%20selection%20method%20in%20the%20presence%20of%20outliner.pdf

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