Module RLAV in IMSLS

General Information

Fit a multiple linear regression model using the least absolute values criterion.

Usage

CALL RLAV (NOBS, NCOL, X, LDX, INTCEP, IIND, INDIND, IRSP, B, IRANK, SAE, ITER, NRMISS)

Classification

K3	Least absolute value (L-1) approximation
L8a2	Simple linear L-p regression for p different from 2 (e.g., least absolute value, minimax)
L8c3	Multiple linear L-p regression for p different from 2

Type

subroutine in IMSLS package

Language

Fortran

Availability

Proprietary, Portable

Precision

Single Precision

Alternates

DRLAV

Double Precision

Installation on ITL; Unix Workstation Network

Location

National Institute of Standards and Technology (NIST), Gaithersburg, MD.

Contact

Gaithersburg Consulting Office: 301-975-2968 (FTS 879-2968)

Usage

Access available only to NIST staff on internal Unix systems. They may access this package provided the /itl tree is cross-mounted.

Documentation

cat /home/fetch/Subjects/Math-Stat-Software/imsl/Documentation/rlav

Example

cat /home/fetch/Subjects/Math-Stat-Software/imsl/Examples/rlav

To Link

Login to spruce.nist.gov and see ITL How-To for information on how to setup your environment and link.