A method for simultaneous variable selection and outlier identification in linear regression
نویسندگان
چکیده
منابع مشابه
A method for simultaneous variable selection and outlier identification in linear regression*
We suggest a method for simultaneous variable selection and outlier identification based on the computation of posterior model probabilities. This avoids the problem that the model you select depends upon the order in which variable selection and outlier identification are carried out. Our method can find multiple outliers and appears to be successful in identifying masked outliers. We also add...
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ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 1996
ISSN: 0167-9473
DOI: 10.1016/0167-9473(95)00053-4