diagL1

CRANdiagL1MaRDI QIDQ5977266FDOQ5977266

Routines for Fit, Inference and Diagnostics in Linear L1 and LAD Models

Kevin Allan Sales Rodrigues

Last update: 30 January 2024

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.0.3, 0.0.6, 1.0.0

Description

Diagnostics for linear L1 regression (also known as LAD - Least Absolute Deviations), including: estimation, confidence intervals, tests of hypotheses, measures of leverage, methods of diagnostics for L1 regression, special diagnostics graphs and measures of leverage. The algorithms are based in Dielman (2005) <doi:10.1080/0094965042000223680>, Elian et al. (2000) <doi:10.1080/03610920008832518> and Dodge (1997) <doi:10.1006/jmva.1997.1666>. This package builds on the 'quantreg' package, which is a well-established package for tuning quantile regression models. There are also tests to verify if the errors have a Laplace distribution based on the work of Puig and Stephens (2000) <doi:10.2307/1270952>.

Cites work

• Least absolute value regression: recent contributions
• Tests of Fit for the Laplace Distribution, with Applications
• Influence measure for the L₁regression
• LAD regression for detecting outliers in response and explanatory variables

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