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Robust Model Selection in Linear regression | ||
| Kirkuk Journal of Science | ||
| Article 1, Volume 2, Issue 1, 2007, Pages 55-69 PDF (0 K) | ||
| DOI: 10.32894/kujss.2007.43525 | ||
| Author | ||
| Dr. Sabah Haseeb Hassan | ||
| 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 | ||
| Robust; model; Selection; Linear regression | ||
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