[KSCI] Korea Science Citation Index Service

http://dx.doi.org/10.5351/CKSS.2006.13.2.267

A Role of Local Influence in Selecting Regressors

Kim, Myung-Geun (Department of Applied Statistics, Seowon University)

Publication Information

Communications for Statistical Applications and Methods / v.13, no.2, 2006 , pp. 267-272 More about this Journal

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.

Keywords

F-test; Likelihood displacement; Local influence; Regression;

Citations & Related Records

Reference

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