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A method for simultaneous variable selection and outlier identification in linear regression

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  • Hoeting, Jennifer
  • Raftery, Adrian E.
  • Madigan, David
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    File URL: http://www.sciencedirect.com/science/article/B6V8V-3VW8N6H-3/2/1a03a31c9a7554c61b07ff960e81f54e
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    Bibliographic Info

    Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

    Volume (Year): 22 (1996)
    Issue (Month): 3 (July)
    Pages: 251-270

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    Handle: RePEc:eee:csdana:v:22:y:1996:i:3:p:251-270

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    Web page: http://www.elsevier.com/locate/csda

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    1. Hadi, Ali S., 1992. "A new measure of overall potential influence in linear regression," Computational Statistics & Data Analysis, Elsevier, vol. 14(1), pages 1-27, June.
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    Cited by:
    1. Menjoge, Rajiv S. & Welsch, Roy E., 2010. "A diagnostic method for simultaneous feature selection and outlier identification in linear regression," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3181-3193, December.
    2. James Rockey & Miltiadis Makris, 2010. "Which Democracies Pay Higher Wages?," Discussion Papers in Economics 11/09, Department of Economics, University of Leicester.
    3. Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1998. "Benchmark Priors for Bayesian Model Averaging," Econometrics 9804001, EconWPA, revised 31 Jul 1999.
    4. Massimiliano Kaucic, 2009. "Predicting EU Energy Industry Excess Returns on EU Market Index via a Constrained Genetic Algorithm," Computational Economics, Society for Computational Economics, vol. 34(2), pages 173-193, September.
    5. H. Glendinning, Richard, 2001. "Selecting sub-set autoregressions from outlier contaminated data," Computational Statistics & Data Analysis, Elsevier, vol. 36(2), pages 179-207, April.
    6. Vatcharin Sirimaneetham, 2006. "Explaining policy volatility in developing countries," Bristol Economics Discussion Papers 06/583, Department of Economics, University of Bristol, UK.
    7. Sirimaneetham, Vatcharin & Temple, Jonathan, 2006. "Macroeconomic Policy and the Distribution of Growth Rates," CEPR Discussion Papers 5642, C.E.P.R. Discussion Papers.
    8. Charles S. Bos, 2002. "A Comparison of Marginal Likelihood Computation Methods," Tinbergen Institute Discussion Papers 02-084/4, Tinbergen Institute.
    9. Unwin, Antony & Volinsky, Chris & Winkler, Sylvia, 2003. "Parallel coordinates for exploratory modelling analysis," Computational Statistics & Data Analysis, Elsevier, vol. 43(4), pages 553-564, August.

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