MINIMAX: RATS module to estimate a minimax regression

Eric Blankmeyer ()
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Eric Blankmeyer: Texas State University

Statistical Software Components from Boston College Department of Economics

Abstract: This program computes a linear regression according to the minimax criterion: the maximum absolute residual is minimized using the dual simplex method.

Language: RATS
Keywords: regression; simplex (search for similar items in EconPapers)
Date: 2000-10-09
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