Monte carlo comparison of estimation methods for additive two-way tables

DOI10.1080/02664760500079118zbMATH Open1121.62520OpenAlexW1983709238MaRDI QIDQ3591995FDOQ3591995

Authors: Natasha Yakovchuk, Thomas R. Willemain 

Publication date: 11 September 2007

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760500079118

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zbMATH Keywords

Monte Carloleast squaresrobust estimationtwo-way tablesadditive modelleast absolute deviations

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Linear models for unbalanced data.
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• Nonuniqueness of least absolute values regression
• Optimal estimation of executive compensation by linear programming
• Least-absolute-value estimators for one-way and two-way tables
• Two Robust Alternatives to Least-Squares Regression
• A Method for Minimizing the Sum of Absolute Values of Deviations
• On the robustness of two alternatives to least squares: A Monte Carlo study

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