Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Variable Selection Criteria in Regression

  • Kim, Choong-Rak (Department of Statistics, Pusan National University, Pusan 609-735)
  • Published : 1994.12.01
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Abstract

In this paper we propose a variable selection criterion minimizing influence curve in regression, and compare it with other criteria such as $C_p$(Mallows 1973) and adjusted coefficient of determination. Examples and extension to the generalized linear models are given.

Keywords

References

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