A Special Purpose Linear Programming Algorithm for Obtaining Least Absolute Value Estimators in a Linear Model with Dummy Variables.
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. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1977
- Accession Number
- ADA056762
Entities
People
- Edward Frome
- Ronald D. Armstrong
Organizations
- University of Texas at Austin