Journal of the Korean Statistical Society
- Volume 16 Issue 1
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- Pages.10-20
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- 1987
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- 1226-3192(pISSN)
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- 2005-2863(eISSN)
On Simultaneous Considerations of Variable Selection and Detection of Influential Cases
- Ahn, Byoung-Jin (Department of Applied Statistics, Kon-kuk University, Seoul 133) ;
- Park, Sung-Hyun (Department of Computer Science and Statistics, Seoul National University, Seoul 151)
- Published : 1987.06.01
Abstract
The value of statistics used for variable selection criteria can be reduced remarkably by excluding only a few influential cases. Furthermore, different subsets of regressors change leverage and influence patterns for the same response variable. Based on these motivations, this paper suggests a procedure which considers variable selection and detection of influential cases simultaneously.
Keywords