COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, vol.50, no.10, pp.2451-2465, 2021 (SCI-Expanded)
Article / Article
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
Science Citation Index Expanded (SCI-EXPANDED), Scopus, Academic Search Premier, Business Source Elite, Business Source Premier, CAB Abstracts, Compendex, Veterinary Science Database, zbMATH, Civil Engineering Abstracts
Corrected information criteria, lasso, regression modeling, outlier detection, ROBUST REGRESSION, SELECTION, ALGORITHMS
Ondokuz Mayıs University Affiliated:
The outliers cause wrong prediction and estimation results in regression models. Therefore, it is important to identify the outliers correctly in the context of regression analysis. Information criteria can be used to perform this task with corrections but these corrected versions of criteria require some subjective parameters. In this article, an objective correction approach is proposed within the information criteria to perform outlier detection in regression modeling. The evaluations are performed on lasso regression. The numerical examples demonstrate that the proposed correction successfully achieves the outlier detection task in regression models without requiring any subjective correction parameter.