An Algorithm and Fortran Program for Multivariate LAD ? (?1 of ?2) Regression
| Autor: | P. W. Mielke, G. D. Taylor, E. H. Kaufman, K. J. Berry |
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| Rok vydání: | 2002 |
| Předmět: |
Polynomial regression
Numerical Analysis Multivariate statistics Multivariate adaptive regression splines Regression analysis Computer Science Applications Theoretical Computer Science Nonparametric regression Euclidean distance Computational Mathematics Computational Theory and Mathematics Bayesian multivariate linear regression Statistics Segmented regression Algorithm Software Mathematics |
| Zdroj: | Computing. 68:275-287 |
| ISSN: | 1436-5057 0010-485X |
| Popis: | A FORTRAN package is presented for multivariate Least sum of Absolute Deviations (LAD) regression with respect to the l1 of l2 norm, and this regression method is compared with l2 of l2 regression and l1 of l1 regression. Applications of the algorithm include multivariate permutation analyses of experimental design and prediction models which are based on Euclidean distance. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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