PROJECTING METHOD IN PROBLEM OF P ARAMETERS CALCULATING OF REGRESSIVE MUL TIFACTOR-MODEL
- Autores: Mitasov IM1, Zavyalkin AN1
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Afiliações:
- Edição: Volume 10, Nº 2 (2009)
- Páginas: 14-16
- Seção: Articles
- URL: https://journals.eco-vector.com/2712-8970/article/view/504845
- ID: 504845
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Resumo
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.
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Bibliografia
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