首页   按字顺浏览 期刊浏览 卷期浏览 Prediction, Linear Regression and the Minimum Sum of Relative Errors
Prediction, Linear Regression and the Minimum Sum of Relative Errors

 

作者: SubhashC. Narula,   JohnF. Wellington,  

 

期刊: Technometrics  （Taylor Available online 1977）
卷期: Volume 19, issue 2  

页码: 185-190

 

ISSN:0040-1706

 

年代: 1977

 

DOI:10.1080/00401706.1977.10489526

 

出版商: Taylor & Francis Group

 

关键词: Prediction;Regression Analysis;Minimization;Squared Error;Absolute Error;Relative Error;Subset Selection;Linear Programming;Primal Problem;Dual Problem

 

数据来源: Taylor

 

摘要:

When linear regression is used for prediction purposes, the minimization of the sum of relative errors (MSRE) is proposed as an alternative criterion to the minimization of the sum of squared errors (MSSE) and the minimization of the sum of absolute errors (MSAE). The problem is formulated as a linear programming problem and a solution procedure is given. The problem of subset selection with the MSRE criterion is also considered and results illustrated with an example.

 

点击下载:  PDF (408KB)



返 回