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

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.

method, factors, model, sample, projecting