## Abstract

Recent methods for computing the least absolute value (l_{1}) estimate have been proposed. In contrast to the usual linear programming formulation of the l_{1} problem, the new methods attempt to use least squares residuals to identify observations whose l_{1} residuals are equal to zero. Examples are presented to show that the proposals do not produce estimates that are identical or even necessarily close to l_{1}, and hence the algorithms cannot be recommended as a method for computing the l_{1} estimate.

Original language | English (US) |
---|---|

Pages (from-to) | 207-211 |

Number of pages | 5 |

Journal | Computational Statistics and Data Analysis |

Volume | 14 |

Issue number | 2 |

DOIs | |

State | Published - Aug 1992 |

## Keywords

- Least absolute value
- Least squares
- Linear programming

## ASJC Scopus subject areas

- Statistics and Probability
- Computational Mathematics
- Computational Theory and Mathematics
- Applied Mathematics

## Fingerprint

Dive into the research topics of 'A note on recent proposals for computing l_{1}estimates'. Together they form a unique fingerprint.