THE ESTIMATION OF LINEAR REGRESSION IS BASED ON THE GENERALIZED LEAST MODULES METHOD

被引：0
|
作者：
Tyrsin, A. N. [1 ]
Sokolov, L. A.
机构：
[1] RAS, Ural Branch, Reliabil & Resource Large Machine & Syst Sci & En, 54 A Studencheskaya St, Ekaterinburg 620049, Russia
来源：
VESTNIK SAMARSKOGO GOSUDARSTVENNOGO TEKHNICHESKOGO UNIVERSITETA-SERIYA-FIZIKO-MATEMATICHESKIYE NAUKI | 2010年 / 05期
关键词：
generalized least modules method; estimations; regression; consistency; experimental data;
D O I：
10.14498/vsgtu797
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
The generalized least modules method is shown in this paper. It can be applied to find estimations of parameters of the linear regression model that is based on experimental data. The theorems of existence and finding of solution are proved. The consistency of estimator is proved as well. The results of investigation of regression parameters are demonstrated here. Monte-Carlo method was used for this investigation.
引用
收藏
页码：134 / 142
页数：9
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