An Exchange Algorithm for Computing the Least Quartile Difference Estimator

J. Agulló ()
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J. Agulló: Universidad de Alicante, Departamento de Fundamentos del Análisis Económico

A chapter in Developments in Robust Statistics, 2003, pp 17-31 from Springer

Abstract: Summary We propose an exchange algorithm (EA) for computing the least quartile difference estimate in a multiple linear regression model. Empirical results suggest that the EA is faster and more accurate than the usual p-subset algorithm.

Keywords: Multiple Linear Regression Model; Exchange Algorithm; Breakdown Point; Original Data Point; Last Record (search for similar items in EconPapers)
Date: 2003
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-57338-5_2

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DOI: 10.1007/978-3-642-57338-5_2

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