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An algorithm and Fortran program for multivariate LAD ($$\ell_1$$ of $$\ell_2$$) regression. (English) Zbl 0992.62062
A FORTRAN package is presented for multivariate least sum of absolute deviations (LAD) regression with respect to the $$\ell_1$$ of $$\ell_2$$ norm, and this regression method is compared with $$\ell_2$$ of $$\ell_2$$ regression and $$\ell_1$$ of $$\ell_1$$ regression. Applications of the algorithm include multivariate permutation analyses of experimental designs and prediction models which are based on Euclidean distance.
##### MSC:
 62J05 Linear regression; mixed models 62-04 Software, source code, etc. for problems pertaining to statistics 65C60 Computational problems in statistics (MSC2010)