M. M. Oshkhunov, M. A. Dzhankulaeva, M. H. Kertbieva, A. A. Arian, “A new version of the least squares method for multifactor linear regression analysis and its applications”, News of the Kabardin-Balkar scientific center of RAS, 2018, Issue 6-3,Pages <nobr>58

COMPUTER SCIENCE. CALCULATION EQUIPMENT. MANAGEMENT

A new version of the least squares method for multifactor linear regression analysis and its applications

M. M. Oshkhunov^a, M. A. Dzhankulaeva^a, M. H. Kertbieva^b, A. A. Arian^b

^a Institute of Computer Science and Problems of Regional Management – branch of Federal public budgetary scientific establishment "Federal scientific center "Kabardin-Balkar Scientific Center of the Russian Academy of Sciences", 360000, KBR, Nalchik, 37-a, I. Armand St.
^b FSBI HE "Kabardino-Balkaria State University by H.M. Berbekov", 360004, Nalchik, Street Chernyshevskogo, 173

Abstract: The new variant of the least square method for linear regression analysis is presented. The idea of the new version is minimization of the sum of squared distances between the hyperplanes and the given statistical points. The comparing analysis of new method and classical algorithm for dispersion is presented. The non-uniqueness of the solution of the problem of choosing a linear multifactorial function is shown. Numerical examples illustrating the main ideas of the new approach are given.

Keywords: non-classical regression analysis, hyperplane, least square method.

UDC: 519.25

Received: 28.11.2018

Language: English