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Using an approximate L1Estimator

 

作者: V. A. Sposito,   M. L. Hand,   G. F. Mc Cormick,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1977）
卷期: Volume 6, issue 3  

页码: 263-268

 

ISSN:0361-0918

 

年代: 1977

 

DOI:10.1080/03610917708812043

 

出版商: Marcel Dekker, Inc.

 

关键词: least absolute value;efficiency of near-best estimators;linear programming;Barrodale and Roberts’ algo-rithm;modified simplex algorithm;least squares estimators

 

数据来源: Taylor

 

摘要:

This note investigates the efficiency of using near-best or approximate L1estimators as starting values in L1linear programming procedures. In particular, it is shown that the total computer time can often be reduced if one first computes the least squares estimator, β, and then adjust y to y - Xβ in Barrodale and Roberts’ improved algorithm.

 

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