Variable selection in multiple linear regression: The influence of individual cases
The influence of individual cases in a data set is studied when variable selection is applied in multiple linear regression. Two different influence measures, based on the C_p criterion and Akaike's information criterion, are introduced. The relative change in the selection criterion when an in...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Operations Research Society of South Africa (ORSSA)
2007-12-01
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| Series: | ORiON |
| Online Access: | http://orion.journals.ac.za/pub/article/view/52 |