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An exchange algorithm for computing the least quartile difference estimator

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Abstract.

We propose an exchange algorithm (EA) for computing the least quartile difference estimate in a multiple linear regression model. Empirical results suggest that the EA is faster and more accurate than the usual p-subset algorithm.

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Agulló, J. An exchange algorithm for computing the least quartile difference estimator. Metrika 55, 3–16 (2002). https://doi.org/10.1007/s001840200182

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  • DOI: https://doi.org/10.1007/s001840200182

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