In a transformation model h(Y) = X'β + ε for some smooth and usually monotone function h, we are often interested in the direction of β without knowing the exact form of h. We consider a projection of ...

Median regression is used increasingly in many different areas of applications. The usual median regression estimating equations are derived from minimizing the least absolute deviations (LAD).

This is the seventh in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...