The standard methodology when building statistical models has been to use one of several algorithms to systematically search the model space for a good model. If the number of variables is small then all possible models or best subset procedures may be used, but for data sets with a large number...

One form of model robust regression (MRR) predicts mean response as a convexcombination of a parametric and a nonparametric prediction. MRR is a semiparametricmethod by which an incompletely or an incorrectly specified parametric model can beimproved through adding an appropriate amount of a...