Linear Programming Techniques in Regression Analysis

E. A. Kiountouzis

Journal of the Royal Statistical Society Series C, 1973, vol. 22, issue 1, 69-73

Abstract: In this paper simulation techniques are used to evaluate the use of linear programming in regression analysis. The experiments demonstrate that, in certain cases, minimizing the sum of the absolute values of the deviations (L1 norm) is preferable to the Least Squares criterion. No significant bias was found in the L1 norm estimates.

Date: 1973
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