Journal of the Korean Statistical Society

  • 제23권2호
  • /
  • Pages.293-301
  • /
  • 1994
  • /
  • 1226-3192(pISSN)
  • /
  • 2005-2863(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

Variable Selection Criteria in Regression

  • Kim, Choong-Rak (Department of Statistics, Pusan National University, Pusan 609-735)
  • 발행 : 1994.12.01
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초록

In this paper we propose a variable selection criterion minimizing influence curve in regression, and compare it with other criteria such as $C_p$(Mallows 1973) and adjusted coefficient of determination. Examples and extension to the generalized linear models are given.

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참고문헌

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  4. Biometrics v.5 A biblogical assay of tuberculins Fisher,R.A.
  5. Technometrics v.15 Some remarks on Cp Mallows,C.L.
  6. Generalized Linear Models (2nd ed.) McCullagh,P.;Nelder,J.A.
  7. Subset Selection in Regression Miller,A.J.
  8. Annals of Statistics v.9 Logistic regression diagnostics Pregibon,D.