Robust Model Selection in Linear regression
Kirkuk University Journal-Scientific Studies,
2007, Volume 2, Issue 1, Pages 55-69
AbstractThe research deals with the proposing of robust formula for the accumulate prediction error (APE) criterion which is used in selecting regression model. The proposed formula evaluated with a simulation study. The formula performed very well against outliers than other robust criteria used in this area especially in the case of small samples.
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