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Duality and local sensitivity analysis in least squares, minimax, and least absolute values regressions

✍ Scribed by Castillo, Enrique; Castillo, Carmen; Hadi, Ali S.; Mìnguez, Roberto

Book ID
126918424
Publisher
Taylor and Francis Group
Year
2008
Tongue
English
Weight
304 KB
Volume
78
Category
Article
ISSN
0094-9655

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✍ Terry E. Dielman 📂 Article 📅 1986 🏛 John Wiley and Sons 🌐 English ⚖ 462 KB 👁 1 views

A Monte Carlo simulation is used to compare forecasts from least absolute value and least squares estimated regression equations. When outliers are present, the least absolute value forecasts are shown to be superior to least squares forecasts. The results emphasize the importance of exercising caut