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...

Full description

Bibliographic Details
Main Authors: SJ Steel, DW Uys
Format: Article
Language:English
Published: Operations Research Society of South Africa (ORSSA) 2007-12-01
Series:ORiON
Online Access:http://orion.journals.ac.za/pub/article/view/52

Similar Items