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

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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Veröffentlicht in:Vestnik Samarskogo gosudarstvennogo tehničeskogo universiteta. Seriâ Fiziko-matematičeskie nauki 2010-06, Vol.5(21), p.134-142
Hauptverfasser: A. N. Tyrsin, L. A. Sokolov
Format: Artikel
Sprache:eng ; rus
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Zusammenfassung: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.
ISSN:1991-8615
2310-7081
DOI:10.14498/vsgtu797