Asymptotic properties of the minimum sum of absolute errors estimators in a dose-response model
Data
1997-01-01
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Artigo
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Resumo
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.
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Journal of Statistical Computation and Simulation. Reading: Gordon Breach Sci Publ Ltd, v. 58, n. 4, p. 361-370, 1997.