Influential subsets on the variable selection |
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Authors: | Choongrak Kim Soonyoung Hwang |
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Affiliation: | Department of Statistics , Pusan National University , Pusan, 609-735, Korea |
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Abstract: | When one or few observations are deleted in the multiple linear regression model, they can affect the variable selection. In this paper we derived the formula for the Mallows Cp criterion when k observations are deleted and express it as a functionn of basic building blocks such as residuals and leverages. Also, two real date sets are used to see how the selected model changes as few observations re deleted. |
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Keywords: | Influential observation. Mallows’ Cp Masking effect |
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