Since 2014
(DP 1983-04) Regression by Minimum Sum of Absolute Errors: Some Results
UPSE Discussion Papers
View Archive Info| Field | Value | |
| Title |
(DP 1983-04) Regression by Minimum Sum of Absolute Errors: Some Results
|
|
| Creator |
Danao, Rolando A.
|
|
| Description |
In the multiple regression model y= xƒÒ + ƒÕ, the coefficient vector ƒÒ may be estimated by minimizing the sum of absolute errors (MSAE). This papers shows the following results under MSAE estimation: (1) If k coefficient ƒÒj are nonzeros, then the estimated regression equation accurately predicts at least k observations; (2) As in the case of least squares regression, ƒÒ has an infinite number of estimates in the presence of perfect multicollinearity.
|
|
| Publisher |
UPSE Discussion Papers
|
|
| Contributor |
—
|
|
| Date |
2010-08-31
|
|
| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion Peer-reviewed Article |
|
| Format |
application/pdf
|
|
| Identifier |
http://www.econ.upd.edu.ph/dp/index.php/dp/article/view/309
|
|
| Source |
UPSE Discussion Papers; 1983
|
|
| Language |
eng
|
|
| Relation |
http://www.econ.upd.edu.ph/dp/index.php/dp/article/view/309/368
|
|