Title :
Building Regression Models with the Forward Search
Author :
Atkinson, Anthony C. ; Riani, Marco
Author_Institution :
London Sch. of Econ., London
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;
Conference_Titel :
Information Technology Interfaces, 2007. ITI 2007. 29th International Conference on
Conference_Location :
Cavtat
Print_ISBN :
953-7138-10-0
Electronic_ISBN :
1330-1012
DOI :
10.1109/ITI.2007.4283733
