DocumentCode
3184986
Title
Building Regression Models with the Forward Search
Author
Atkinson, Anthony C. ; Riani, Marco
Author_Institution
London Sch. of Econ., London
fYear
2007
fDate
25-28 June 2007
Firstpage
3
Lastpage
11
Abstract
We give an example of the use of the forward search in building a regression model. The standard backwards elimination of variables is supplemented, by forward ´plots of added, variable t statistics that exhibit the effect of each observation on the process of model building. Attention is also paid to the effect of individual, observations on selection of a transformation. Variable selection using AIC is mentioned, as is the analysis of multivariate data.
Keywords
estimation theory; regression analysis; search problems; forward search; model building; regression model; robust estimation; Books; Buildings; Data analysis; Electronic mail; Error analysis; Input variables; Least squares methods; Parameter estimation; Robustness; Statistics; Added variable; Box-Cox transformation; constructed variable; masking; outliers; robust estimation;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Technology Interfaces, 2007. ITI 2007. 29th International Conference on
Conference_Location
Cavtat
ISSN
1330-1012
Print_ISBN
953-7138-10-0
Electronic_ISBN
1330-1012
Type
conf
DOI
10.1109/ITI.2007.4283733
Filename
4283733
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