Coefficients of determination for least absolute deviation analysis

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

outliers; robustness; efficiency; linear model; coefficients of determination; least-absolute deviation; measures of multiple association; random predictor variables

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62J99: Linear inference, regression

Related Items

Least absolute value regression: recent contributions, A. R.²type measure of dependence for proportional hazards models, Robust measures of association in the correlation model, On influence assessment for LAD regression, Estimators of the multiple correlation coefficient: local robustness and confidence intervals, A review of robust regression and diagnostic procedures in linear regression

Cites Work

• 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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