Permutation-based multivariate regression analysis: The case for least sum of absolute deviations regression

Paul Mielke and Kenneth Berry

Annals of Operations Research, 1997, vol. 74, issue 0, 259-268

Abstract: Linear and nonlinear multivariate least sum of absolute deviations regression models are profiled and evaluated. A chance-corrected measure of agreement between observed and predicted values is presented, a technique for establishing empirically-derived quantile limits for predicted values is introduced, and a permutation-based inference procedure for the measure of agreement is described. Copyright Kluwer Academic Publishers 1997

Keywords: agreement; distribution-free; linear regression; nonlinear regression; permutation tests; statistical inference (search for similar items in EconPapers)
Date: 1997
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DOI: 10.1023/A:1018926522359

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