Robust Procedures in Multiple Regression: P-Subsets and a Computational Proposal.
A number of robust and diagnostic techniques for the linear regression are in terms of "p"-dimensional subsets of the original sample. In a sample of size "n" this leads to consider C[superscript n][subscript p] subsets. To reduce the computational burden, a limited number of subsets can be selected by means of a sub-sampling scheme. In this paper we suggest and discuss the use of a Balanced Incomplete Block design plan. Citation Copyright 1996 by Kluwer Academic Publishers.
Year of publication: |
1996
|
---|---|
Authors: | D'Esposito, Maria Rosaria ; Furno, Marilena |
Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 9.1996, 2, p. 129-47
|
Publisher: |
Society for Computational Economics - SCE |
Saved in:
freely available
Saved in favorites
Similar items by person
-
Location of Outliers in Multiple Regression Using Resampled Values.
D'Esposito, Maria Rosaria, (1992)
-
Robust Procedures in Multiple Regression: P-subsets and a Computational Proposal
D'Esposito, Maria Rosaria, (1996)
-
Cicia, Gianni, (2021)
- More ...