Abstract
One of the appealing properties of the minimum sum of absolute errors (MSAE) regression is its resistance to outliers and long-tailed error distributions. Just like the sample median, the MSAE estimators are influenced by all the observations but determined by only a subset of the observations. The MSAE estimates are not altered if the value of the response (or predictor) variable for an observation associated with a non-O residual is within a certain interval. In this paper we develop procedures to determine such intervals for the simple linear regression model
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