The Estimation of Linear Regression is Based on the Generalized Least Modules Method

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 result...

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Bibliographic Details
Main Authors: A. N. Tyrsin, L. A. Sokolov
Format: Article
Language:English
Published: Samara State Technical University 2010-06-01
Series:Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki
Online Access:http://mi.mathnet.ru/eng/vsgtu797