Simple Search:

Effects of an outlying observation on multiple linear regression model : an empirical example in forward selection procedures.


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 / Synopsis

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.


Download File

[img] PDF
ID 27702.pdf - Published Version
Restricted to Repository staff only

Download (150kB)

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 14:16
Last Modified: 20 Jun 2014 11:05
URI: http://psasir.upm.edu.my/id/eprint/27702
Statistic Details: View Download Statistic

Actions (login required)

View Item View Item