Classical and Robust Forward Selection: A Simulation Study and Real Data Application

Journal of Biometrics & Biostatistics

article

Moushumi Pervin¹  Siddiqur Rahman² 

[1]Department of Business Administration, Bangladesh Army International University of Science and Technology

[2]Department of Statistics, Jagannath University

关键词: Adjusted winsorization;    Computational burden;    Forwardselection;    Pairwise correlation;    Robust forward selection;   

DOI  :  10.4172/2155-6180.1000404

来源: Hilaris Publisher

【 摘 要 】

In order to use any method as a model selection algorithm, it is needed to check the adequacy and stability of amodel selected by the algorithm. Adequacy of a robust model was not checked by giving outliers in various ways. In thispaper, several contamination cases have been introduced to check the adequacy of the robust model selected by robustforward selection (RFS). In each of the contamination case, the performance of RFS has been compared to standardforward selection (FS) through a simulation study. The adequacy and stability of the robust model has also been checkedthrough a real data application. Based on simulation study and real data application, RFS has much better performancecompared to standard FS.

【 授权许可】

Unknown