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A Role of Local Influence in Selecting Regressors
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 Title & Authors
A Role of Local Influence in Selecting Regressors
Kim, Myung-Geun;
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 Abstract
A procedure for selecting regressors in the linear regression model is suggested using local influence approach. Under an appropriate perturbation scheme, the effect of perturbation of regressors on the profile log-likelihood displacement is assessed for variable selection. A numerical example is provided for illustration.
 Keywords
F-test;Likelihood displacement;Local influence;Regression;
 Language
English
 Cited by
 References
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