Effects of an outlying observation on multiple linear regression model : an empirical example in forward selection procedures.
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...
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my.upm.eprints.277022014-06-20T03:05:37Z http://psasir.upm.edu.my/id/eprint/27702/ Effects of an outlying observation on multiple linear regression model : an empirical example in forward selection procedures. Fitrianto, Anwar Imam, Hanafi 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. 2012 Conference or Workshop Item NonPeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/27702/1/ID%2027702.pdf 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). English |
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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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Fitrianto, Anwar Imam, Hanafi |
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Fitrianto, Anwar Imam, Hanafi Effects of an outlying observation on multiple linear regression model : an empirical example in forward selection procedures. |
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Fitrianto, Anwar Imam, Hanafi |
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Fitrianto, Anwar |
title |
Effects of an outlying observation on multiple linear regression model : an empirical example in forward selection procedures. |
title_short |
Effects of an outlying observation on multiple linear regression model : an empirical example in forward selection procedures. |
title_full |
Effects of an outlying observation on multiple linear regression model : an empirical example in forward selection procedures. |
title_fullStr |
Effects of an outlying observation on multiple linear regression model : an empirical example in forward selection procedures. |
title_full_unstemmed |
Effects of an outlying observation on multiple linear regression model : an empirical example in forward selection procedures. |
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effects of an outlying observation on multiple linear regression model : an empirical example in forward selection procedures. |
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2012 |
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http://psasir.upm.edu.my/id/eprint/27702/1/ID%2027702.pdf http://psasir.upm.edu.my/id/eprint/27702/ |
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