Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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A Role of Local Influence in Selecting Regressors

  • Published : 2006.08.31
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Abstract

A procedure for selecting regressors in the linear regression model is suggested using local influence approach. Under an appropriate perturbation scheme, the effect of perturbation of regressors on the profile log-likelihood displacement is assessed for variable selection. A numerical example is provided for illustration.

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References

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