Multivariate multiple linear regression based on the minimum sum of absolute errors criterion

DOI10.1016/0377-2217(94)90144-9MaRDI QIDQ1328593zbMATH OpenOpenAlexFDO

Authors Subhash C. Narula, Pekka J. Korhonen

Publication date 16 October 1994

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-2217(94)90144-9

zbMATH Keywords

outliersleast squares procedureleast absolute errorsminimum sum of absolute errors criterionMSAE criterionmultiple criteria decision problemmultivariate multiple linear regression model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear programming (90C05) Multi-objective and goal programming (90C29)

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Cites work

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• A pareto race
• Asymptotic Theory of Least Absolute Error Regression
• Computational Algorithms for Calculating Least Absolute Value and Chebyshev Estimates for Multiple Regression
• Linear Programming Techniques for Regression Analysis
• Multiple criteria decision support -- a review
• Optimal estimation of executive compensation by linear programming
• The Minimum Sum of Absolute Errors Regression: A State of the Art Survey

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• Interior Analysis for the Minimum Sum of Absolute Errors Regression
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• Multi-criteria approach to pair-multiple linear regression models constructing
• An Efficient Algorithm for the MSAE and the MMAE Regression Problems
• Combined regression models
• Least absolute value regression: recent contributions

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