稳健的变量选择方法及其应用

在已有的变量选择方法和稳健估计方法的基础上,提出了一种针对纵向数据的稳健的变量选择方法,通过模拟衡量其稳健性,并将其应用到一组实际的纵向数据分析中.模拟和实例分析结果表明,提出的稳健的变量选择方法在选择变量、估计变量系数的同时,对数据中可能存在的异常值有明显的抵抗作用.

Robust Variable Selection Method and Its Application

Based on the variable selection methods and robust estimation methods presnted in literatures,a robust variable selection method was proposed for longitudinal data,and the robustness of the proposed method was evaluated by simulation study.The proposed method was then applied in the analysis of a real data set.It is found from the simulation and analysis of the real data that the proposed robust variable selection method can estimate correctly the regression parameters and select properly the important covariant variables,and it is also robust against outliers in the data set.