Publication | Closed Access
Linear Programming Techniques in Regression Analysis
38
Citations
3
References
1973
Year
Mathematical ProgrammingEngineeringNonlinear ProgrammingL1 Norm EstimatesEconometricsSystems EngineeringRegression AnalysisL1 NormModeling And SimulationQuadratic ProgrammingLinear ProgrammingSimulation OptimizationStatisticsRegression TestingRegressionOperations Research
SUMMARY In this paper simulation techniques are used to evaluate the use of linear programming in regression analysis. The experiments demonstrate that, in certain cases, minimizing the sum of the absolute values of the deviations (L1 norm) is preferable to the Least Squares criterion. No significant bias was found in the L1 norm estimates.
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