Algorithm 615: the best subset of parameters in leasst absolute value regression

DOI10.1145/399.319410MaRDI QIDQ3334042zbMATH OpenOpenAlexFDO

Authors P. O. Beck, Ronald D. Armstrong, Mabel Tam Kung

Publication date 1984

Published in ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/399.319410

zbMATH Keywords

branch and boundFORTRANleast absolute value regressionsubroutines

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)

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Cites work

• L ₁ solution of overdetermined systems of linear equations
• A Dual Algorithm to Solve Linear Least Absolute Value Problems
• Algorithm 552: Solution of the Constrained I ₁ Linear Approximation Problem [F4]
• scientific article; zbMATH DE number 3175708 (Why is no real title available?)
• scientific article; zbMATH DE number 3678917 (Why is no real title available?)
• Regressions by Leaps and Bounds
• Selection of Variables in Linear Regression Using the Minimum Sum of Weighted Absolute Errors Criterion

Cited in

(1)

• Penalty calculations and branching rules in a LAV best subset procedure

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