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A special purpose linear programming algorithm for obtaining least absolute value estimators in a linear model with dummy variables

 

作者: Ronald D. Armstrong,   Edward Frome,  

 

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

页码: 383-398

 

ISSN:0361-0918

 

年代: 1977

 

DOI:10.1080/03610917708812052

 

出版商: Marcel Dekker, Inc.

 

关键词: L1norm;analysis of covariance;regression;generalized upper bounding

 

数据来源: Taylor

 

摘要:

Dummy (0, 1) variables are frequently used in statistical modeling to represent the effect of certain extraneous factors. This paper presents a special purpose linear programming algorithm for obtaining least-absolute-value estimators in a linear model with dummy variables. The algorithm employs a compact basis inverse procedure and incorporates the advanced basis exchange techniques available in specialized algorithms for the general linear least-absolute-value problem. Computational results with a computer code version of the algorithm are given.

 

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