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Conference Paper (international conference)

Overfitting the least trimmed squares

Víšek Jan Ámos

: Zborník konferencie PRASTAN 2001, p. 160-166 , Eds: Kalina M.

: STU SF, (Bratislava 2001)

: PRASTAN 2001, (Kočovce, SK, 12.09.2001-14.09.2001)

: AV0Z1075907

: 255/2000/A EK/FSV, GA UK

: robust regression, the least trimmed squares, overfitting the model

(eng): The consequences of overfitting the regression model for the least trimmed squares are studied in the classic sense (as it was done in past for the ordinary least squares),i.e. the consistency and efficiency are considered. As it can be expected the consistency is presserved while the efficiency is damaged. A condition on the "additional" explanatory variables is given to reach efficiency.

: 12B

: BB

07.01.2019 - 08:39