INTERIOR ANALYSIS FOR THE MINIMUM SUM OF ABSOLUTE ERRORS REGRESSION

被引:17
作者
NARULA, SC [1 ]
WELLINGTON, JF [1 ]
机构
[1] GANNON UNIV, ERIE, PA 16541 USA
关键词
MATHEMATICAL PROGRAMMING; LINEAR;
D O I
10.2307/1268766
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The authors study the effect of each observation in a data set on the minimum sum of absolute errors (MSAE) regression. First, the authors study the extent to which the value of a response variable for an observation can be changed without affecting the MSAE regression fit and then show that MSAE regression is less sensitive to certain types of discrepant observations. Second, the authors study the effect of deleting an observation on parameter estimation.
引用
收藏
页码:181 / 188
页数:8
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