Robust Model Selection in Regression.

reportActive / Technical Report | Accession Number: ADA143209 | Open PDF

Abstract:

A robust version of Akaikes model selection procedure for regression models is introduced and its relationship with robust testing procedures is discussed. Author

Author(s):
Ronchetti, E.
Author Organization(s):
PRINCETON UNIV NJ DEPT OF STATISTICS
Descriptive Note:
Technical rept.,
Supplementary Note:
DOI: 10.21236/ADA143209
Pagination:
0011

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
TR-259-SER-2, ARO-19442.19-MA
Contract/Grant Number(s):
DAAG29-82-K-0178
Monitor Series:
19442.19-MA
 Subject Terms
Joint Capability Areas:
JCA_5_Command and Control; JCA_1.2_Force Preparation; JCA_1_Force Support
Modernization Areas:
Fully Networked C3
Communities of Interest:
C4I
Descriptor(s):
*MATHEMATICAL MODELS, *REGRESSION ANALYSIS, *STATISTICAL PROCESSES, PARAMETERS, ESTIMATES, SELECTION
Field(s)/Group(s):
Statistics and Probability
Keyword(s):
*Robust procedures, Akaike Information Criterion
Report Date:
1984 Feb 01