An iterative technique is proposed for the absolute deviations regression of data. At the heart of the technique is any standard least squares curve fitting algorithm. Hence, the resulting regression procedure is computationally simple, requires less storage and is faster than the linear programming algorithm recently proposed as a solution to this problem. Problems associated with non-unique solutions in least absolute deviations regression are also discussed.
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E. J. Schlossmacher (1973) studied this question.
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