Simultaneous identification of influential subsets and variable selection using quantabilities
Date
2005
Authors
Van Vuuren J.O.
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Abstract
Ideally, outlier detection and variable selection should be dealt with at the same time. Literature, however, proposes only a few practical procedures for handling this problem. A procedure is proposed where dummy variables, variable selection, and a simple selection rule are used to find an optimal model which includes the relevant predictors and excludes the outliers influential on the fit.
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Citation
South African Statistical Journal
39
1
39
1