On the performance of stepwise selection method in the presence of outliner

On the performance of stepwise selection method in the presence of outliner

Stepwise regression is one of common procedures of variable selection in linear regression model when we have many independent variables. The procedure is known to have good performance under least squares methods when there is no outlier in the data. In this article, we conduct a study based on an...

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Main Authors: Fitrianto, Anwar, Imam Hanafi
Format: Article
Language:English
English
Published: Pushpa Publishing House 2013
Online Access:http://psasir.upm.edu.my/id/eprint/30319/1/On%20the%20performance%20of%20stepwise%20selection%20method%20in%20the%20presence%20of%20outliner.pdf
http://psasir.upm.edu.my/id/eprint/30319/
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Institution: Universiti Putra Malaysia
Language: English
English
id my.upm.eprints.30319
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spelling my.upm.eprints.303192015-09-17T07:33:02Z http://psasir.upm.edu.my/id/eprint/30319/ On the performance of stepwise selection method in the presence of outliner Fitrianto, Anwar Imam Hanafi, Stepwise regression is one of common procedures of variable selection in linear regression model when we have many independent variables. The procedure is known to have good performance under least squares methods when there is no outlier in the data. In this article, we conduct a study based on an empirical data to observe the performance of the stepwise regression in the presence of a single outlier in the data. We found that the presence of a single outlier may bother the selecting variables in step(s) of the stepwise regression. This leads to have misinterpretation of decision makers. Pushpa Publishing House 2013 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/30319/1/On%20the%20performance%20of%20stepwise%20selection%20method%20in%20the%20presence%20of%20outliner.pdf Fitrianto, Anwar and Imam Hanafi, (2013) On the performance of stepwise selection method in the presence of outliner. Far East Journal of Mathematical Sciences, 79 (1). pp. 77-90. ISSN 0972-0871 English
institution Universiti Putra Malaysia
building UPM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Putra Malaysia
content_source UPM Institutional Repository
url_provider http://psasir.upm.edu.my/
language English
English
description Stepwise regression is one of common procedures of variable selection in linear regression model when we have many independent variables. The procedure is known to have good performance under least squares methods when there is no outlier in the data. In this article, we conduct a study based on an empirical data to observe the performance of the stepwise regression in the presence of a single outlier in the data. We found that the presence of a single outlier may bother the selecting variables in step(s) of the stepwise regression. This leads to have misinterpretation of decision makers.
format Article
author Fitrianto, Anwar
Imam Hanafi,
spellingShingle Fitrianto, Anwar
Imam Hanafi,
On the performance of stepwise selection method in the presence of outliner
author_facet Fitrianto, Anwar
Imam Hanafi,
author_sort Fitrianto, Anwar
title On the performance of stepwise selection method in the presence of outliner
title_short On the performance of stepwise selection method in the presence of outliner
title_full On the performance of stepwise selection method in the presence of outliner
title_fullStr On the performance of stepwise selection method in the presence of outliner
title_full_unstemmed On the performance of stepwise selection method in the presence of outliner
title_sort on the performance of stepwise selection method in the presence of outliner
publisher Pushpa Publishing House
publishDate 2013
url http://psasir.upm.edu.my/id/eprint/30319/1/On%20the%20performance%20of%20stepwise%20selection%20method%20in%20the%20presence%20of%20outliner.pdf
http://psasir.upm.edu.my/id/eprint/30319/
_version_ 1643830022709968896

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