دانلود مقاله ISI انگلیسی شماره 46623
عنوان فارسی مقاله

انتخاب قوی متغیر شریان بند نامنفی در رگرسیون خطی

کد مقاله سال انتشار مقاله انگلیسی ترجمه فارسی تعداد کلمات
46623 2015 22 صفحه PDF سفارش دهید محاسبه نشده
خرید مقاله
پس از پرداخت، فوراً می توانید مقاله را دانلود فرمایید.
عنوان انگلیسی
Robust nonnegative garrote variable selection in linear regression
منبع

Publisher : Elsevier - Science Direct (الزویر - ساینس دایرکت)

Journal : Computational Statistics & Data Analysis, Volume 85, May 2015, Pages 1–22

کلمات کلیدی
رگرسیون خطی چندگانه - شریان بند نامنفی - انتخاب متغیر
پیش نمایش مقاله
پیش نمایش مقاله انتخاب قوی متغیر شریان بند نامنفی در رگرسیون خطی

چکیده انگلیسی

Robust selection of variables in a linear regression model is investigated. Many variable selection methods are available, but very few methods are designed to avoid sensitivity to vertical outliers as well as to leverage points. The nonnegative garrote method is a powerful variable selection method, developed originally for linear regression but recently successfully extended to more complex regression models. The method has good performances and its theoretical properties have been established. The aim is to robustify the nonnegative garrote method for linear regression as to make it robust to vertical outliers and leverage points. Several approaches are discussed, and recommendations towards a final good performing robust nonnegative garrote method are given. The proposed method is evaluated via a simulation study that also includes a comparison with existing methods. The method performs very well, and often outperforms existing methods. A real data application illustrates the use of the method in practice.

خرید مقاله
پس از پرداخت، فوراً می توانید مقاله را دانلود فرمایید.