haku: @author Chang, Y. L. / yhteensä: 2
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| Tekijä: | Sueyoshi, T. Chang, Y. L. |
| Otsikko: | Goal programming approach for regression median. |
| Lehti: | Decision Sciences
1989 : FALL, VOL. 20:4, p. 700-714 |
| Asiasana: | GOAL PROGRAMMING STATISTICAL METHODS REGRESSION ANALYSIS |
| Kieli: | eng |
| Tiivistelmä: | The authors present a new robust estimation method that can yield a regression median hyperplane for any data set. The method starts with dual variables obtained by least absolute variable estimation (LAVE). Then it uses two goal programming models to derive regression median estimators that are less sensitive to a small sample size and a skewed error distribution than the LAVE. Two illustrative data sets and a Monte Carlo simulation display the superiority of the new method. |
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