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Effects of an outlying observation on multiple linear regression model : an empirical example in forward selection procedures.

When there are many candidates of predictor variables in a linear regression, often we have problem of selecting only important variables among them. Classical forward selection regression is often used with this goal but it could be very sensitive to the presence of an outlying observation. In this...

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Main Authors: Fitrianto, Anwar, Imam, Hanafi
Format: Conference or Workshop Item
Language:English
English
Published: 2012
Online Access:http://psasir.upm.edu.my/id/eprint/27702/1/ID%2027702.pdf
http://psasir.upm.edu.my/id/eprint/27702/
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spelling my.upm.eprints.277022014-06-20T03:05:37Z http://psasir.upm.edu.my/id/eprint/27702/ Effects of an outlying observation on multiple linear regression model : an empirical example in forward selection procedures. Fitrianto, Anwar Imam, Hanafi When there are many candidates of predictor variables in a linear regression, often we have problem of selecting only important variables among them. Classical forward selection regression is often used with this goal but it could be very sensitive to the presence of an outlying observation. In this paper, we show that the presence of a single outlier may irritate of the selecting variables in step(s) of the forward selection in linear regression. As a result, the final linear regression model will be wrongly specified which leads to have misunderstanding of decision makers. 2012 Conference or Workshop Item NonPeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/27702/1/ID%2027702.pdf Fitrianto, Anwar and Imam, Hanafi (2012) Effects of an outlying observation on multiple linear regression model : an empirical example in forward selection procedures. In: Basic Science International Conference 2012, 24-25 Feb. 2012, Malang, Indonesia. (pp. 19-22). English
institution Universiti Putra Malaysia
building UPM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Putra Malaysia
content_source UPM Institutional Repository
url_provider http://psasir.upm.edu.my/
language English
English
description When there are many candidates of predictor variables in a linear regression, often we have problem of selecting only important variables among them. Classical forward selection regression is often used with this goal but it could be very sensitive to the presence of an outlying observation. In this paper, we show that the presence of a single outlier may irritate of the selecting variables in step(s) of the forward selection in linear regression. As a result, the final linear regression model will be wrongly specified which leads to have misunderstanding of decision makers.
format Conference or Workshop Item
author Fitrianto, Anwar
Imam, Hanafi
spellingShingle Fitrianto, Anwar
Imam, Hanafi
Effects of an outlying observation on multiple linear regression model : an empirical example in forward selection procedures.
author_facet Fitrianto, Anwar
Imam, Hanafi
author_sort Fitrianto, Anwar
title Effects of an outlying observation on multiple linear regression model : an empirical example in forward selection procedures.
title_short Effects of an outlying observation on multiple linear regression model : an empirical example in forward selection procedures.
title_full Effects of an outlying observation on multiple linear regression model : an empirical example in forward selection procedures.
title_fullStr Effects of an outlying observation on multiple linear regression model : an empirical example in forward selection procedures.
title_full_unstemmed Effects of an outlying observation on multiple linear regression model : an empirical example in forward selection procedures.
title_sort effects of an outlying observation on multiple linear regression model : an empirical example in forward selection procedures.
publishDate 2012
url http://psasir.upm.edu.my/id/eprint/27702/1/ID%2027702.pdf
http://psasir.upm.edu.my/id/eprint/27702/
_version_ 1643829255288651776
score 13.160551

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