Kirkuk Journal of Science

Kirkuk Journal of Science

Robust Model Selection in Linear regression

Author
Abstract
The 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.
Keywords

Volume 2, Issue 1
Spring 2007
Page 55-69

  • Receive Date 01 June 2007
  • Revise Date 20 June 2007
  • Accept Date 25 June 2007