Rhodes, Benjamin T., Jr.2022-11-102022-11-10197213842711https://hdl.handle.net/10657/12599This thesis considers the regression analysis problem in which the estimators of the parameters are selected according to some criterion other than least squares. Two basic areas are considered. First, some basic properties are derived for the estimators that minimize the sum of the absolute values of the residuals raised to the X power. Both the homoscedastic and heteroscedastic cases are considered. Second, procedures for estimating weights for two types of heteroscedastic models are presented.application/pdfenThis item is protected by copyright but is made available here under a claim of fair use (17 U.S.C. Section 107) for non-profit research and educational purposes. Users of this work assume the responsibility for determining copyright status prior to reusing, publishing, or reproducing this item for purposes other than what is allowed by fair use or other copyright exemptions. Any reuse of this item in excess of fair use or other copyright exemptions requires express permission of the copyright holder.Some results in nonleast squares regression analysisThesisreformatted digital