A finite algorithm for monotone regression and the application of its principle to the aggregation of ranks and indifference curve fitting

DOI10.1007/BF00938805MaRDI QIDQ1094045zbMATH OpenOpenAlexFDO

Authors Marvin D. Troutt

Publication date 1989

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00938805

zbMATH Keywords

adjusted value assignmentsaggregation of ranksconjoint analysisconvex quadratic programmingindifference curve fittingiterative computational methodologyKruskal stress criterionMAV estimationminimax data fitting criterionmonotone regressionmultiattribute valueordinal dependent data

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99) Quadratic programming (90C20)

Review text

Monotone regression makes optimal consistent adjusted value assignments to ordinal dependent data, or monotonically adjusts ratio level dependent variable data to achieve the best possible agreement with an explanatory linear (in the sense of parameters) model. Thus, for example, as a tool for building group or individual multiattribute value (MAV) functions, it partially obviates the need to prespecify a particular MAV function class. The height of the unknown MAV function at each comparison bundle is determined along with the other model parameters. In this paper, the Kruskal stress criterion and iterative computational methodology are shown to be reducible to one of three simpler convex quadratic programming problems. The fundamental idea underlying the method is not restricted to least squares objectives. An application to the problem of aggregation of ranks is shown. Here, the minimax data fitting criterion is employed.

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Cites work

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Cited in

(2)

• Algorithms and error estimations for monotone regression on partially preordered sets
• Monotone and interval approximation of qualitative data

Describes a project that uses

Uses Software

• SAS

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