The mad estimator: when is it non-linear? applications to two-way design models |
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Authors: | JJ Buckley A H Kvanli |
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Institution: | 1. University of Alabama-Birmingham , Birmingham, Alabama;2. North Texas State University , Denton, Texas |
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Abstract: | The mean absolute deviation (MAD) estimator has recently received a great deal of attention as applied to full-rank linear regression models. This paper provides a necessary and sufficient condition for the MAD estimator to be a non-linear estimator, in which case conditions for the variance of the MAD estimator to be larger or smaller than those for OLS are, in general, unknown. The non-linearity of the MAD estimator is examined for several two-way designs; in particular (1) randomized block design (2) two-way nested design (3) two-way classification with interaction and (4) partially balanced incomplete block design |
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Keywords: | least absolute deviation L regression median regression randomized block design two-way nested design |
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