On the performance of stepwise selection method in the presence of outliner

Citation

Fitrianto, Anwar and Imam Hanafi, (2013) On the performance of stepwise selection method in the presence of outliner. Far East Journal of Mathematical Sciences, 79 (1). pp. 77-90. ISSN 0972-0871

Abstract

Stepwise regression is one of common procedures of variable selection in linear regression model when we have many independent variables. The procedure is known to have good performance under least squares methods when there is no outlier in the data. In this article, we conduct a study based on an empirical data to observe the performance of the stepwise regression in the presence of a single outlier in the data. We found that the presence of a single outlier may bother the selecting variables in step(s) of the stepwise regression. This leads to have misinterpretation of decision makers.

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Additional Metadata

Item Type:	Article
Divisions:	Faculty of Science
Publisher:	Pushpa Publishing House
Keywords:	Outlier; Stepwise; Robust.
Depositing User:	Umikalthom Abdullah
Date Deposited:	23 Sep 2014 08:34
Last Modified:	17 Sep 2015 07:33
URI:	http://psasir.upm.edu.my/id/eprint/30319
Statistic Details:	View Download Statistic

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