A special purpose linear programming algorithm for obtaining least absolute value estimators in a linear model with dummy variables |
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| Authors: | Ronald D Armstrong Edward Frome |
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| Institution: | 1. The University of Texas , Austin, Texas;2. Oak Ridge Associated Universities , Oak Ridge, Tennessee |
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| Abstract: | Dummy (0, 1) variables are frequently used in statistical modeling to represent the effect of certain extraneous factors. This paper presents a special purpose linear programming algorithm for obtaining least-absolute-value estimators in a linear model with dummy variables. The algorithm employs a compact basis inverse procedure and incorporates the advanced basis exchange techniques available in specialized algorithms for the general linear least-absolute-value problem. Computational results with a computer code version of the algorithm are given. |
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| Keywords: | L1 norm analysis of covariance regression generalized upper bounding |
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