Average linear least squares regression

DOI10.1007/BF01784714MaRDI QIDQ1074336zbMATH OpenOpenAlexFDO

Authors Helmuth Späth

Publication date 1986

Published in OR Spektrum (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01784714

zbMATH Keywords

average linear least squares regressionFORTRAN subroutineregression vector

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) Numerical smoothing, curve fitting (65D10) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Review text

We describe an algorithm and a corresponding FORTRAN subroutine for finding a regression vector x with n components such that \[ F(x)=\sum^{s}_{i=1}w_ i\| A_ ix-b_ i\| \] is minimized, where \(\| \cdot \|\) denotes the Euclidean norm, \(w_ i>0,A_ i\) are design matrices with \(m_ i\) rows and n columns, and \(b_ i\) are observation vectors with \(m_ i\) components \((i=1,...s)\).

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Cites work

• A quadratically convergent method for minimizing a sum of euclidean norms
• scientific article; zbMATH DE number 3936253 (Why is no real title available?)
• scientific article; zbMATH DE number 3489960 (Why is no real title available?)
• scientific article; zbMATH DE number 883145 (Why is no real title available?)
• Linear convergence of generalized Weiszfeld's method
• Weber's problem and weiszfeld's algorithm in general spaces

Cited in

(7)

• An efficient parallel scheme for minimizing a sum of Euclidean norms
• Linear least squares regression: A different view
• An iterative linear programming solution to the Euclidean regression model
• An algorithm and Fortran program for multivariate LAD (_1 of _2) regression
• Algorithm 615: the best subset of parameters in leasst absolute value regression
• scientific article; zbMATH DE number 3915496 (Why is no real title available?)
• Linear Regression When the Standard Deviations of Arrays are Not All Equal

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