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

DOI10.1080/02664760500079118MaRDI QIDQ3591995zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Monte Carloleast squaresrobust estimationtwo-way tablesadditive modelleast absolute deviations

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 3852235 (Why is no real title available?)
• scientific article; zbMATH DE number 3860199 (Why is no real title available?)
• scientific article; zbMATH DE number 50742 (Why is no real title available?)
• A Method for Minimizing the Sum of Absolute Values of Deviations
• Least-absolute-value estimators for one-way and two-way tables
• Linear models for unbalanced data.
• Nonuniqueness of least absolute values regression
• On the robustness of two alternatives to least squares: A Monte Carlo study
• Optimal estimation of executive compensation by linear programming
• Two Robust Alternatives to Least-Squares Regression

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