Least sum of absolute deviations regression: Distance, leverage, and influence

Perceptual and Motor Skills

Volumn 86, Issue 3 PART 1, 1998, Pages 1063-1070

  Berry, Kenneth J ^a   Mielke Jr , Paul W ^b  

^a Department of Environmental and Radiological Health Sciences   (United States)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0347246563     PISSN: 00315125     EISSN: None     Source Type: Journal    
DOI: 10.2466/pms.1998.86.3.1063     Document Type: Article

References (10)

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4. DIELMAN, T. E. (1989) Corrections to a comparison of forecasts from least absolute value and least squares regression. Journal of Forecasting, 8, 419-420
5. DIELMAN, T. E., & PFAFFENBERGER, R. (1988) Least absolute value regression: necessary sample sizes to use normal theory inference procedures. Decision Sciences, 19, 734-743.
6. MATHEW, T., & NORDSTRÖM, K. (1993) Least squares and least absolute deviation procedures in approximately linear models. Statistics & Probability Letters, 16, 153-158.
7. PFAFFENBERGER, R., & DINKEL, J. (1978) Absolute deviations curve-fitting: an alternative to least squares. In H. A. David (Ed.), Contributions to survey sampling and applied statistics. New York: Academic Press. Pp. 279-294.
8. ROUSSEEUW, P. J. (1984) Least median of squares regression. Journal of the American Statistical Association, 79, 871-880.
9. TAYLOR, L. D. (1974) Estimation by minimizing the sum of absolute errors. In P. Zarembka (Ed.), Frontiers in econometrics. New York: Academic Press. Pp. 169-190.
10. WILSON, H. G. (1978) Least squares versus minimum absolute deviations estimation in linear models. Decision Sciences, 9, 322-335.