Asymptotic properties of the minimum sum of absolute errors estimators in a dose-response model

Asymptotic properties of the minimum sum of absolute errors estimators in a dose-response model

Author Andre, CDS Google Scholar
Narula, S. C. Google Scholar
Peres, C. A. Google Scholar
Ventura, G. A. Google Scholar
Institution VIRGINIA COMMONWEALTH UNIV
Universidade Federal de São Paulo (UNIFESP)
Abstract The multistage dose response model is frequently used in practical applications. the minimum sum of absolute errors MSAE criterion is more resistant to outliers than the popular least squares procedure. Efficient algorithms have been proposed to compute the MSAE estimates of the parameters of the model. However, the properties of these estimators are not known. in this paper, our objective is to study asymptotic properties of these estimators. We also give an approximate expression for the variance of these estimators when their asymptotic distribution is multinormal.
Keywords minimum sum of absolute errors regression
Monte Carlo
multistage model
nonlinear model
Language English
Date 1997-01-01
Published in Journal of Statistical Computation and Simulation. Reading: Gordon Breach Sci Publ Ltd, v. 58, n. 4, p. 361-370, 1997.
ISSN 0094-9655 (Sherpa/Romeo, impact factor)
Publisher Gordon Breach Sci Publ Ltd
Extent 361-370
Origin http://dx.doi.org/10.1080/00949659708811840
Access rights Closed access
Type Article
Web of Science ID WOS:A1997XP39400004
URI http://repositorio.unifesp.br/handle/11600/25664

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