Abstract
The basic algebra of least squares is presented in the first section of the chapter, followed by that for added variables, which is used in the construction of some score tests for regression models, particularly that for transformations in Chapter 4. Related results are needed for testing the goodness of the link in a generalized linear model, Chapter 6. Several of the quantities monitored during the forward search come from considering the effect of deletion of an observation. Deletion diagnostics are described in §2.3 of the chapter and, in §2.4, related to the mean shift outlier model. Simulation envelopes are described in §2.5 and the forward search is defined and discussed in §2.6. The chapter concludes with some suggestions for further reading.
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© 2000 Springer Science+Business Media New York
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Atkinson, A., Riani, M. (2000). Regression and the Forward Search. In: Robust Diagnostic Regression Analysis. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-1160-0_2
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DOI: https://doi.org/10.1007/978-1-4612-1160-0_2
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4612-7027-0
Online ISBN: 978-1-4612-1160-0
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