全最小一乘法

Total least absolute deviation

先介绍最小二乘法、最小一乘法与全最小一乘法,论述它们的异同;然后举例说明全最小一乘法在经济方面的应用,并将它与最小二乘法及最小一乘法进行比较,同时给出了利用LINGO10软件计算全最小一乘法的程序;最后,简单叙述了全最小一乘法在理论上的进一步发展.

This paper first introduced least square method least absolute deviation and total least absolute deviation, discussed their similarities and differences; then illustrated the application of economic aspect on total least absolute deviation, made a comparison for least square method, least absolute deviation and total least absolute deviation,and used LINGO10 procedure calculate total least absolute deviation; finally, a brief description for total least absolute deviation in the further development of theory was given.