Coefficients of determination for least absolute deviation analysis

DOI10.1016/0167-7152(87)90026-5zbMath0612.62105OpenAlexW2081129074MaRDI QIDQ1088348

Joseph W. McKean, Gerald L. Sievers

Publication date: 1987

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(87)90026-5

zbMATH Keywords

outliersrobustnessefficiencylinear modelcoefficients of determinationleast-absolute deviationmeasures of multiple associationrandom predictor variables

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99)

Related Items (14)

Assessing model adequacy in possibly misspecified quantile regression ⋮ Quality of fit measurement in regression quantiles: an elemental set method approach ⋮ Robust measures of association in the correlation model ⋮ Estimators of the multiple correlation coefficient: local robustness and confidence intervals ⋮ Locating hyperplanes to fitting set of points: a general framework ⋮ Coefficient of determination for multiple measurement error models ⋮ Goodness of fit in nonparametric regression modelling ⋮ Statistical Inference for a Robust Measure of Multiple Correlation ⋮ Quality of Fit Measures in the Framework of Quantile Regression ⋮ Least absolute value regression: recent contributions ⋮ On influence assessment for LAD regression ⋮ A. R.²type measure of dependence for proportional hazards models ⋮ A review of robust regression and diagnostic procedures in linear regression ⋮ Goodness of fit in restricted measurement error models

Cites Work

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• Linearly Constrained Discrete I ₁ Problems
• Tests of hypotheses based on ranks in the general linear model
• Asymptotic Theory of Least Absolute Error Regression
• On a Class of Rank Order Tests for Regression with Partially Informed Stochastic Predictors

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