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Silvey Shamsi

Ball State University



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Mian Arif Shams Adnan

Department of Mathematical Sciences



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Rahmatullah Imon

Ball State University



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41 – Unit Roots, Change Points, Goodness-of-Fit, and Other Time Series Modeling Issues

A Least Deviation Approach of Fitting Regression Line: An Alternative Approach to Least Square Estimates

Sponsor: Business and Economic Statistics Section
Keywords: Absolute Deviation, Coefficient of Fit, Intercept, Outlier, Retransformation

Silvey Shamsi

Ball State University

Mian Arif Shams Adnan

Department of Mathematical Sciences

Rahmatullah Imon

Ball State University

All the existing regression estimates suffer from scale problem that exaggerate the contribution of extreme observation(s) as well as outlier(s). Unlike the traditional fitting procedures of regression line based on the least squares estimates; it uses one dimensional transformed deviation for minimizing the total sum of errors. Interestingly enough it is notified that, the estimators have been made a link to the ratio estimators. These estimators also suggest a new approach of quantifying the quality of estimation in the presence of abridged errors, detecting outlier, etc in regression analysis.

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