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A method for simultaneous variable selection and outlier identification in linear regression

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Cited by:

  1. Toshiaki Tsukurimichi & Yu Inatsu & Vo Nguyen Le Duy & Ichiro Takeuchi, 2022. "Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(6), pages 1197-1228, December.
  2. Vatcharin Sirimaneetham, 2006. "Explaining policy volatility in developing countries," Bristol Economics Discussion Papers 06/583, School of Economics, University of Bristol, UK.
  3. Massimiliano Kaucic, 2009. "Predicting EU Energy Industry Excess Returns on EU Market Index via a Constrained Genetic Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 34(2), pages 173-193, September.
  4. Gernot Doppelhofer & Melvyn Weeks, 2011. "Robust Growth Determinants," CESifo Working Paper Series 3354, CESifo.
  5. M.P, Boile & M., Golias, 2005. "Freight Demand Statistical Modeling: A Classification and Review," 46th Annual Transportation Research Forum, Washington, D.C., March 6-8, 2005 208160, Transportation Research Forum.
  6. Fernandez, Carmen & Ley, Eduardo & Steel, Mark F. J., 2001. "Benchmark priors for Bayesian model averaging," Journal of Econometrics, Elsevier, vol. 100(2), pages 381-427, February.
  7. Mark F. J. Steel, 2020. "Model Averaging and Its Use in Economics," Journal of Economic Literature, American Economic Association, vol. 58(3), pages 644-719, September.
  8. Temple, Jonathan & Sirimaneetham, Vatcharin, 2006. "Macroeconomic Policy and the Distribution of Growth Rates," CEPR Discussion Papers 5642, C.E.P.R. Discussion Papers.
  9. Zhang, Yifan & Fong, Duncan K.H. & DeSarbo, Wayne S., 2021. "A generalized ordinal finite mixture regression model for market segmentation," International Journal of Research in Marketing, Elsevier, vol. 38(4), pages 1055-1072.
  10. B. Karmakar & K. Dhara & K. Dey & A. Basu & A. Ghosh, 2015. "Tests for statistical significance of a treatment effect in the presence of hidden sub-populations," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(1), pages 97-119, March.
  11. Charles S. Bos, 2002. "A Comparison of Marginal Likelihood Computation Methods," Tinbergen Institute Discussion Papers 02-084/4, Tinbergen Institute.
  12. Yongfu Huang, 2005. "What determines financial development?," Bristol Economics Discussion Papers 05/580, School of Economics, University of Bristol, UK.
  13. Hart, Chad Edward, 1999. "Examining agricultural investment," ISU General Staff Papers 1999010108000013567, Iowa State University, Department of Economics.
  14. James C. Rockey, 2007. "Which Democracies Pay Higher Wages?," Bristol Economics Discussion Papers 07/600, School of Economics, University of Bristol, UK.
  15. Wenbiao Hu & Rebecca A O'Leary & Kerrie Mengersen & Samantha Low Choy, 2011. "Bayesian Classification and Regression Trees for Predicting Incidence of Cryptosporidiosis," PLOS ONE, Public Library of Science, vol. 6(8), pages 1-8, August.
  16. Sung-Soo Kim & Sung Park & W. J. Krzanowski, 2008. "Simultaneous variable selection and outlier identification in linear regression using the mean-shift outlier model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(3), pages 283-291.
  17. Hans, Christopher M. & Peruggia, Mario & Wang, Junyan, 2023. "Empirical Bayes Model Averaging with Influential Observations: Tuning Zellner’s g Prior for Predictive Robustness," Econometrics and Statistics, Elsevier, vol. 27(C), pages 102-119.
  18. Menjoge, Rajiv S. & Welsch, Roy E., 2010. "A diagnostic method for simultaneous feature selection and outlier identification in linear regression," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3181-3193, December.
  19. Tianxiang Liu & Ting Kei Pong & Akiko Takeda, 2019. "A refined convergence analysis of $$\hbox {pDCA}_{e}$$ pDCA e with applications to simultaneous sparse recovery and outlier detection," Computational Optimization and Applications, Springer, vol. 73(1), pages 69-100, May.
  20. Doppelhofer, G. & Moe Hansen, O-P. & Weeks, M., 2017. "Determinants of long-term economic growth redux: A Measurement Error Model Averaging (MEMA) approach," Cambridge Working Papers in Economics 1702, Faculty of Economics, University of Cambridge.
  21. Nikolas Kuschnig & Gregor Zens & Jesús Crespo Cuaresma, 2021. "Hidden in Plain Sight: Influential Sets in Linear Models," CESifo Working Paper Series 8981, CESifo.
  22. Marc Aerts & Niel Hens & Jeffrey Simonoff, 2010. "Model selection in regression based on pre-smoothing," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(9), pages 1455-1472.
  23. Kuo-Jung Lee & Yi-Chi Chen, 2018. "Of needles and haystacks: revisiting growth determinants by robust Bayesian variable selection," Empirical Economics, Springer, vol. 54(4), pages 1517-1547, June.
  24. Vatcharin Sirimaneetham, 2006. "What drives liberal policies in developing countries?," Bristol Economics Discussion Papers 06/587, School of Economics, University of Bristol, UK.
  25. Doppelhofer, Gernot & Hansen, Ole-Petter Moe & Weeks, Melvyn, 2016. "Determinants of long-term economic Growth redux: A Measurement Error Model Averaging (MEMA) approach," Discussion Paper Series in Economics 19/2016, Norwegian School of Economics, Department of Economics.
  26. H. Glendinning, Richard, 2001. "Selecting sub-set autoregressions from outlier contaminated data," Computational Statistics & Data Analysis, Elsevier, vol. 36(2), pages 179-207, April.
  27. Steel, S.J. & Uys, D.W., 2006. "Influential data cases when the Cp criterion is used for variable selection in multiple linear regression," Computational Statistics & Data Analysis, Elsevier, vol. 50(7), pages 1840-1854, April.
  28. Unwin, Antony & Volinsky, Chris & Winkler, Sylvia, 2003. "Parallel coordinates for exploratory modelling analysis," Computational Statistics & Data Analysis, Elsevier, vol. 43(4), pages 553-564, August.
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