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An algorithm for the minimum sum of weighted absolute errors regression

 

作者: Subhash C. Narula,   John F. Wellington,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1977）
卷期: Volume 6, issue 4  

页码: 341-352

 

ISSN:0361-0918

 

年代: 1977

 

DOI:10.1080/03610917708812049

 

出版商: Marcel Dekker, Inc.

 

关键词: multiple linear regression;relative errors;dual algorithm;primal algorithm;linear programming

 

数据来源: Taylor

 

摘要:

We propose an algorithm to estimate the unknown constants in a multiple linear regression model under the minimum sum of weighted absolute errors (MSWAE). The proposed algorithm, a generalization of an earlier algorithm, is compared to a bounded variable algorithm. Some somputational experience is reported.

 

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