EN
Robust model selection criteria for robust S and LTS estimators
Abstract
Outliers and multi-collinearity often have large influence in the
model/variable selection process in linear regression analysis. To investigate this combined problem of multi-collinearity and outliers, we
studied and compared Liu-type S (liuS-estimators) and Liu-type Least
Trimmed Squares (liuLTS) estimators as robust model selection criteria. Therefore, the main goal of this study is to select subsets of independent variables which explain dependent variables in the presence of
multi-collinearity, outliers and possible departures from the normality
assumption of the error distribution in regression analysis using these
models.
Keywords
References
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Details
Primary Language
English
Subjects
Statistics
Journal Section
Research Article
Authors
Publication Date
February 1, 2016
Submission Date
February 14, 2014
Acceptance Date
December 29, 2014
Published in Issue
Year 2016 Volume: 45 Number: 1
APA
Çetin, M. (2016). Robust model selection criteria for robust S and LTS estimators. Hacettepe Journal of Mathematics and Statistics, 45(1), 153-164. https://izlik.org/JA98WT58AH
AMA
1.Çetin M. Robust model selection criteria for robust S and LTS estimators. Hacettepe Journal of Mathematics and Statistics. 2016;45(1):153-164. https://izlik.org/JA98WT58AH
Chicago
Çetin, Meral. 2016. “Robust Model Selection Criteria for Robust S and LTS Estimators”. Hacettepe Journal of Mathematics and Statistics 45 (1): 153-64. https://izlik.org/JA98WT58AH.
EndNote
Çetin M (February 1, 2016) Robust model selection criteria for robust S and LTS estimators. Hacettepe Journal of Mathematics and Statistics 45 1 153–164.
IEEE
[1]M. Çetin, “Robust model selection criteria for robust S and LTS estimators”, Hacettepe Journal of Mathematics and Statistics, vol. 45, no. 1, pp. 153–164, Feb. 2016, [Online]. Available: https://izlik.org/JA98WT58AH
ISNAD
Çetin, Meral. “Robust Model Selection Criteria for Robust S and LTS Estimators”. Hacettepe Journal of Mathematics and Statistics 45/1 (February 1, 2016): 153-164. https://izlik.org/JA98WT58AH.
JAMA
1.Çetin M. Robust model selection criteria for robust S and LTS estimators. Hacettepe Journal of Mathematics and Statistics. 2016;45:153–164.
MLA
Çetin, Meral. “Robust Model Selection Criteria for Robust S and LTS Estimators”. Hacettepe Journal of Mathematics and Statistics, vol. 45, no. 1, Feb. 2016, pp. 153-64, https://izlik.org/JA98WT58AH.
Vancouver
1.Meral Çetin. Robust model selection criteria for robust S and LTS estimators. Hacettepe Journal of Mathematics and Statistics [Internet]. 2016 Feb. 1;45(1):153-64. Available from: https://izlik.org/JA98WT58AH