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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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  • Hoeting, Jennifer & Raftery, Adrian E. & Madigan, David, 1996. "A method for simultaneous variable selection and outlier identification in linear regression," Computational Statistics & Data Analysis, Elsevier, vol. 22(3), pages 251-270, July.
  • Handle: RePEc:eee:csdana:v:22:y:1996:i:3:p:251-270
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    References listed on IDEAS

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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. Vatcharin Sirimaneetham, 2006. "Explaining policy volatility in developing countries," Bristol Economics Discussion Papers 06/583, Department of Economics, University of Bristol, UK.
    2. Massimiliano Kaucic, 2009. "Predicting EU Energy Industry Excess Returns on EU Market Index via a Constrained Genetic Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 34(2), pages 173-193, September.
    3. M.P, Boile & M., Golias, 2005. "Freight Demand Statistical Modeling: A Classification and Review," 46th Annual Transportation Research Forum, Washington, D.C., March 6-8, 2005 208160, Transportation Research Forum.
    4. Sirimaneetham, Vatcharin & Temple, Jonathan, 2006. "Macroeconomic Policy and the Distribution of Growth Rates," CEPR Discussion Papers 5642, C.E.P.R. Discussion Papers.
    5. B. Karmakar & K. Dhara & K. Dey & A. Basu & A. Ghosh, 2015. "Tests for statistical significance of a treatment effect in the presence of hidden sub-populations," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(1), pages 97-119, March.
    6. Fernandez, Carmen & Ley, Eduardo & Steel, Mark F. J., 2001. "Benchmark priors for Bayesian model averaging," Journal of Econometrics, Elsevier, vol. 100(2), pages 381-427, February.
    7. Charles S. Bos, 2002. "A Comparison of Marginal Likelihood Computation Methods," Tinbergen Institute Discussion Papers 02-084/4, Tinbergen Institute.
    8. Hart, Chad Edward, 1999. "Examining agricultural investment," ISU General Staff Papers 1999010108000013567, Iowa State University, Department of Economics.
    9. James C. Rockey, 2007. "Which Democracies Pay Higher Wages?," Bristol Economics Discussion Papers 07/600, Department of Economics, University of Bristol, UK.
    10. 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.
    11. Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 81568, University Library of Munich, Germany.
    12. Steel, S.J. & Uys, D.W., 2006. "Influential data cases when the Cp criterion is used for variable selection in multiple linear regression," Computational Statistics & Data Analysis, Elsevier, vol. 50(7), pages 1840-1854, April.
    13. 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.
    14. Doppelhofer, G. & Moe Hansen, O-P. & Weeks, M., 2017. "Determinants of long-term economic growth redux: A Measurement Error Model Averaging (MEMA) approach," Cambridge Working Papers in Economics 1702, Faculty of Economics, University of Cambridge.
    15. Doppelhofer, Gernot & Hansen, Ole-Petter Moe & Weeks, Melvyn, 2016. "Determinants of long-term economic Growth redux: A Measurement Error Model Averaging (MEMA) approach," Discussion Paper Series in Economics 19/2016, Norwegian School of Economics, Department of Economics.
    16. H. Glendinning, Richard, 2001. "Selecting sub-set autoregressions from outlier contaminated data," Computational Statistics & Data Analysis, Elsevier, vol. 36(2), pages 179-207, April.

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