PROJECTING METHOD IN PROBLEM OF P ARAMETERS CALCULATING OF REGRESSIVE MUL TIFACTOR-MODEL


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Abstract

The problem of the parameters values determination of the regressive multifactor-model is usually solved by the method of the least squares (LS) and it comes to solve the system of the linear algebra-equations. This system may be degenerative due to the dependence of the factors values vectors . The degeneration leads to fall of the calculating process. In this work there is suggested a method for the definition of parameters on the basis of projecting a vector of the values of the index simulated on a linear space of the independent vectors of the factors values.

About the authors

I M Mitasov

A N Zavyalkin

Email: symom@inbox.ru

References

  1. Корн, Г. Справочник по математике для научных работников и инженеров / Г. Корн, Т. Корн. М. : Наука, 1977.
  2. Демидович, Б. П. Основы вычислительной математики / Б. П. Демидович, И. А. Марон. М. : Наука, 1966.
  3. Митасов, И. М. Автоматизированная система вычисления параметров линейной многофакторной регрессионной модели методом проектирования / И. М. Митасов, А. Н. Завьялкин. М. : ОФАП. Свидетельство № 11400 от 12.09.2008.

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Copyright (c) 2009 Mitasov I.M., Zavyalkin A.N.

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This work is licensed under a Creative Commons Attribution 4.0 International License.

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