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Technometrics Volume 21, 1979 - Issue 3
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Original Articles

Selection of Variables in Linear Regression Using the Minimum Sum of Weighted Absolute Errors Criterion

Subhash C. Narula School of Management Rensselaer Polytechnic Institute, Troy, NY, 12181
&
John F. Wellington Department of Business Administration, The Behrend College Pennsylvania State University, Erie, PA, 16563
Pages 299-306 | Published online: 09 Apr 2012

REFERENCES

  • Hocking , R. R. 1976 . The analysis and selection of variables in linear regression . Biometrics , 32 : 1 – 49 .
  • Hoerl , A. E. and Kennard , R. W. 1970 . Ridge regression: biased estimation for non-orthogonal problems . Tech-nometrics , 12 : 55 – 68 .
  • Leslie , R. N. 1967 . Obtaining the best subset in regression analysis , Unpublished M.S. Thesis College Station , Texas : Texas A & M .
  • Narula , S. C. and Ramberg , J. S. 1972 . Letter to the editor . The American Statist. 26 , 5 : 42
  • Narula , S. C. and Wellington , J. F. 1977 . Prediction, linear regression and minimum sum of relative errors . Technometrics. , 19 : 185 – 190 .
  • Narula , S. C. and Wellington , J. F. 1977 . An algorithm for the minimum sum of weighted absolute errors regression . Communications in Statistics: B , 6 ( 4 ) : 341 – 352 .
  • Roodman , G. M. 1974 . A procedure for optimal stepwise MSAE regression analysis . Operations Research , 22 : 393 – 399 .
  • Walls , R. E. and Weeks , D. L. 1969 . A note on the variance of a predicted response in regression . The Amer. Statist. , 23 ( 3 ) : 25 – 26 .

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