selection {wle} | R Documentation |
This data set consists of 60 observations for two variables (ydata and xdata). The appropriate regression model for the first fiftyfourth obsertvations should be like y = x^2 + e the last sixth comes from a different model.
data(selection)
xdata
is a vector which contains x,x^2, while ydata contains the dependent variable's observations.
Agostinelli, C. (1999) Robust model selection in regression via weighted likelihood methodology, submitted to Statistics & Probability Letters, revised december 1999.