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2003 Jan 15
1
Least Absolute Deviation
...I try to fit least absolute deviation (LAD) regression with R. I couldn't find any command to carry out LAD. What I am doing now is using nlm() and setting the function argument to minimize the sum of the absolute deviation. But for some data it keeps giving out the error message: Error in nlm(absdev, b.start) : non-finite value supplied by nlm. (there is no na in my dataset.) I am wondering if there is some function I can do it directly. Many thanks. Huan This message and any attachments (the "message") is intended solely for the addressees and is confidential. If you receive...