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Genetic algorithms for outlier detection and variable selection in linear regression models

โœ Scribed by J. Tolvi


Publisher
Springer
Year
2003
Tongue
English
Weight
211 KB
Volume
8
Category
Article
ISSN
1432-7643

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Least absolute deviations regression resists outliers in the response variable but is relatively sensitive to outlying observations in the explanatory variables. In this paper a simple solution is proposed to overcome this problem. This is achieved by minimizing the absolute values of vertical and h