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Activity Number: 434
Type: Contributed
Date/Time: Wednesday, August 5, 2009 : 8:30 AM to 10:20 AM
Sponsor: International Indian Statistical Association
Abstract - #305695
Title: Linex Regression
Author(s): Aman Sahni*+ and Khalil Shafie and Saad Alkahtani
Companies: University of Northern Colorado and University of Northern Colorado and University of Northern Colorado
Address: McKee Hall, Rm 518, Greeley, CO, 80639,
Keywords: Linex loss ; Least Square Regression ; Ridge regression ; M-regression
Abstract:

The asymmetric linex function is used to measure the loss where negative bias and positive bias of the same magnitude have different importance. In this work, the linex regression is introduced and the fitting regression is compared with ordinary least square and ridge regression.

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