A Comparison of Ordinary Least Squares and Least Absolute Error Estimation
نویسندگان
چکیده
منابع مشابه
Least Absolute Relative Error Estimation.
Multiplicative regression model or accelerated failure time model, which becomes linear regression model after logarithmic transformation, is useful in analyzing data with positive responses, such as stock prices or life times, that are particularly common in economic/financial or biomedical studies. Least squares or least absolute deviation are among the most widely used criterions in statisti...
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Linear regression is one of the most prevalent techniques in machine learning; however, it is also common to use linear regression for its explanatory capabilities rather than label prediction. Ordinary Least Squares (OLS) is often used in statistics to establish a correlation between an attribute (e.g. gender) and a label (e.g. income) in the presence of other (potentially correlated) features...
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More specifically, we use Theorem B.1 from (Sheffet, 2015) that states that given a matrix A whose all of its singular values at greater than T ( , δ) where T ( , δ) = 2B (√ 2r ln(4/δ) + 2 ln(4/δ) ) , publishing RA is ( , δ)differentially private for a r-row matrix R whose entries sampled are i.i.d normal Gaussians. Since we have that all of the singular values of A′ are greater than w (as spec...
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ژورنال
عنوان ژورنال: Econometric Theory
سال: 1988
ISSN: 0266-4666,1469-4360
DOI: 10.1017/s0266466600013438