Nonuniqueness of least absolute values regression |
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| Authors: | H Leon Harter |
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| Institution: | Air Force Flight Dynamics Laboratory Wright-Patterson AFB , Ohio |
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| Abstract: | The question of nonuniqueness of the least absolute values (L1) regression is discussed, and examples are given of situations where the L1-regression is unique and where it has 2, 3 and 4 limiting positions. A method is proposed for finding a compromise regression line when the L1 regression is not unique. Suggestions are made for further research. |
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| Keywords: | robust estimation uniqueness adaptive procedures |
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