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On the robustness of Mallows’ C p criterion

Show simple item record Abuzaid, Ali Alshqaq, Shokrya 2021-06-16T10:24:16Z 2021-06-16T10:24:16Z 2021-02-11
dc.identifier.citation Alshqaq, S. S. and Abuzaid, A. H. (2021). On The Robustness of Mallows Cp Criterion. Communications in Statistics - Simulation and Computation. DOI:10.1080/03610918.2021.1874988 en_US
dc.description.abstract This article proposes robust versions of Mallows’ Cp criterion to select the best variables for a multiple linear regression model with a small number of variables in the presence of outliers. The robustness measures of Mallows’ C p were studied in more detail. Moreover, the breakdown point, influence function, and gross-error sensitivity were derived. The same formulation of classical C p was used with a high breakdown estimator. The performance of the proposed robust Cp criteria based on M estimators and the classical non-robust C p were compared via a simulation study. The results of the simulation study and application on real data showed that the proposed Cp successfully selected the appropriate model especially in the case of leverage points. These findings pave the way for the use of the proposed robust Cp criteria for model selection in the presence of multicellularity problem via least absolute shrinkage and selection operator model. en_US
dc.language.iso en en_US
dc.publisher Taylor and Francis en_US
dc.subject Mallows’ Cp en_US
dc.subject Robust estimators en_US
dc.subject Robust Mallows’ Cp en_US
dc.subject Robust variable selection en_US
dc.title On the robustness of Mallows’ C p criterion en_US
dc.type Article en_US

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