Least Absolute Deviations Curve-Fitting

A method is proposed for least absolute deviations curve fitting. It may be used to obtain least absolute deviations fits of general linear regressions. As a special case it includes a minor variant of a method for fitting straight lines by least absolute deviations that was previously thought to po...

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Bibliographic Details
Published in:SIAM journal on scientific and statistical computing 1980-06, Vol.1 (2), p.290-301
Main Authors: Bloomfield, Peter, Steiger, William
Format: Article
Language:English
Subjects:
Algorithms
Computer science
Linear programming
R&D
Ratios
Research & development
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Summary:A method is proposed for least absolute deviations curve fitting. It may be used to obtain least absolute deviations fits of general linear regressions. As a special case it includes a minor variant of a method for fitting straight lines by least absolute deviations that was previously thought to possess no generalization. The method has been tested on a computer and was found on a range of problems to execute in as little as ${1 /3 }$ the CPU time required by a published algorithm based on linear programming. More important, this advantage appears to increase indefinitely with the number of data points
ISSN:0196-5204
1064-8275
2168-3417
1095-7197
DOI:10.1137/0901019