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From |
"JVerkuilen (Gmail)" <jvverkuilen@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: RE: A math question |

Date |
Fri, 21 Dec 2012 11:41:58 -0500 |

On Fri, Dec 21, 2012 at 11:29 AM, Feiveson, Alan H. (JSC-SK311) <alan.h.feiveson@nasa.gov> wrote: > You can't optimize a function of median |ei| by setting it's derivative to zero because the partial derivatives don't exist at ei = 0. You would have do something like linear programming (as is done in LAD regression). > True but you can do some nifty approximations, which is how interior point/barrier methods work, by approximating the L1 distance function with a sequence of functions that are smooth but grow arbitrarily close to L1. http://en.wikipedia.org/wiki/Interior_point_method * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: RE: RE: A math question***From:*Yuval Arbel <yuval.arbel@gmail.com>

**References**:**st: A math question***From:*CJ Lan <CJ@jupiter.fl.us>

**st: RE: A math question***From:*"Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov>

**st: RE: RE: A math question***From:*CJ Lan <CJ@jupiter.fl.us>

**Re: st: RE: RE: A math question***From:*David Hoaglin <dchoaglin@gmail.com>

**RE: st: RE: RE: A math question***From:*CJ Lan <CJ@jupiter.fl.us>

**RE: st: RE: RE: A math question***From:*"Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov>

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