LAD Regression for Detecting Outliers in
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Yadolah Dodge
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Article
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1997
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Elsevier Science
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English
โ 284 KB
Least absolute deviations regression resists outliers in the response variable but is relatively sensitive to outlying observations in the explanatory variables. In this paper a simple solution is proposed to overcome this problem. This is achieved by minimizing the absolute values of vertical and h