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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Samara State Technical University
2010-06-01
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| Series: | Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki |
| Online Access: | http://mi.mathnet.ru/eng/vsgtu797 |
| Summary: | 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. |
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| ISSN: | 1991-8615 2310-7081 |