|
Activity Number:
|
30
- Bayesian Modeling and Time Series
|
|
Type:
|
Contributed
|
|
Date/Time:
|
Sunday, July 30, 2017 : 2:00 PM to 3:50 PM
|
|
Sponsor:
|
Business and Economic Statistics Section
|
|
Abstract #322710
|
|
|
Title:
|
A Least Deviation Estimation Approach for Multivariate Regression
|
|
Author(s):
|
Silvey Shamsi* and Mian Adnan and Rahmatullah Imon
|
|
Companies:
|
Ball State University and Ball State University and Ball State University
|
|
Keywords:
|
Absolute Deviation ;
Fit by Regression ;
Outlier ;
Relative Coefficient of Determination
|
|
Abstract:
|
Regression estimates of the Multiple Regression suffer from the exaggeration of the contribution of the extreme observation(s) as well as the outlier(s). Unlike the traditional fitting procedure of multiple regression based on the least squares estimates, it uses least deviation method for minimizing the total sum of errors. It also suggests some new measures of Coefficient of Determination.
|
Authors who are presenting talks have a * after their name.
