A minmax regret linear regression model under uncertainty in the dependent variable (Q2251555): Difference between revisions

In this paper, a simple linear regression model corresponding to a sample affected by errors from a non-probabilistic viewpoint, where the errors just affect the dependent variable and there only exists one explanatory variable, is considered. In this context the minmax regret criterion is used in order to obtain a regression line with nearly optimal goodness of fit for any true values of the dependent variable. Theoretical results as well as numerical methods are stated in order to solve the optimization problem under different residual cost functions.