Locating hyperplanes to fitting set of points: a general framework Blanco Izquierdo, Víctor Puerto, Justo Salmerón Gómez, Román fitting hyperplanes mathematical programing robust fitting linear regression This paper presents a family of methods for locating/fitting hyperplanes with respect to a given set of points. We introduce a general framework for a family of aggregation criteria, based on ordered weighted operators, of different distance-based errors. The most popular methods found in the specialized literature, namely least sum of squares, least absolute deviation, least quantile of squares or least trimmed sum of squares among many others, can be cast within this family as particular choices of the errors and the aggregation criteria. Unified mathematical programming formulations for these methods are provided and some interesting cases are analyzed. The most general setting give rise to mixed integer nonlinear programming problems. For those situations we present inner and outer linear approximations to assess tractable solution procedures. It is also proposed a new goodness of fitting index which extends the classical coefficient of determination and allows one to compare different fitting hyperplanes. A series of illustrative examples and extensive computational experiments implemented in R are provided to show the applicability of the proposed methods. 2024-01-04T14:12:47Z 2024-01-04T14:12:47Z 2018-07 journal article Blanco, V., Puerto, J. and Salmerón, R. (2018). Locating hyperplanes to fitting set of points: a general framework. Computers and Operations Research, 95, 172-193. https://hdl.handle.net/10481/86560 https://doi.org/10.1016/j.cor.2018.03.009 eng http://creativecommons.org/licenses/by-nc-nd/4.0/ open access Attribution-NonCommercial-NoDerivatives 4.0 Internacional Elsevier