Citation
Fitrianto, Anwar and Imam, Hanafi
(2012)
Effects of an outlying observation on multiple linear regression model : an empirical example in forward selection procedures.
In: Basic Science International Conference 2012, 24-25 Feb. 2012, Malang, Indonesia. (pp. 19-22).
Abstract
When there are many candidates of predictor variables in a linear regression, often we have problem of selecting only important variables among them. Classical forward selection regression is often used with this goal but it could be very sensitive to the presence of an outlying observation. In this paper, we show that the presence of a single outlier may irritate of the selecting variables in step(s) of the forward selection in linear regression. As a result, the final linear regression model will be wrongly specified which leads to have misunderstanding of decision makers.
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Additional Metadata
| Item Type: | Conference or Workshop Item (Paper) |
|---|---|
| Divisions: | Faculty of Science Institute for Mathematical Research |
| Notes: | Full text are available at Special Collection Division Office. |
| Keywords: | Robust; Forward selection; Outlier; Linear regression. |
| Depositing User: | Erni Suraya Abdul Aziz |
| Date Deposited: | 06 May 2014 06:16 |
| Last Modified: | 20 Jun 2014 03:05 |
| URI: | http://psasir.upm.edu.my/id/eprint/27702 |
| Statistic Details: | View Download Statistic |
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