Online Program Home
  My Program

Abstract Details

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

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.

Back to the full JSM 2017 program

Copyright © American Statistical Association