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An Algorithm and Fortran Program for Multivariate LAD ℓ (ℓ1 of ℓ2) Regression

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Abstract

A FORTRAN package is presented for multivariate Least sum of Absolute Deviations (LAD) regression with respect to the ℓ1 of ℓ2 norm, and this regression method is compared with ℓ2 of ℓ2 regression and ℓ1 of ℓ1 regression. Applications of the algorithm include multivariate permutation analyses of experimental design and prediction models which are based on Euclidean distance.

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Authors and Affiliations

  1. Central Michigan University Mount Pleasant Michigan 48859 USA, , , , , , US

    E. H. Kaufman

  2. Colorado State University Fort Collins Colorado 80523 USA e-mails: mielke@stat.colostate.edu berry@lamar.colostate.edu edwin.h.kaufman@mail.cmich.edu taylor@math.colostate.edu, , , , , , US

    G. D. Taylor, P. W. Mielke & K. J. Berry

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  1. E. H. Kaufman
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  2. G. D. Taylor
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  3. P. W. Mielke
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  4. K. J. Berry
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Received April 15, 1998; revised October 25, 2001 Published online February 18, 2002

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Kaufman, E., Taylor, G., Mielke, P. et al. An Algorithm and Fortran Program for Multivariate LAD ℓ (ℓ1 of ℓ2) Regression. Computing 68, 275–287 (2002). https://doi.org/10.1007/s00607-001-1440-y

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  • DOI: https://doi.org/10.1007/s00607-001-1440-y

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