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JOURNALS // Problemy Upravleniya // Archive

Probl. Upr., 2008 Issue 2, Pages 34–41 (Mi pu143)

This article is cited in 2 papers

Control in the socio-economic systems

Methodological aspects of practical regression estimation

E. K. Kornoushenko

Institute of Control Sciences, Russian Academy of Sciences

Abstract: An approach is proposed for the case of heterogeneous samples where the original observations (objects) sample breaks up into classes with significantly different values of the dependent variable (but not the regressors) which are sufficiently representative for building an independent regression model in each class. A case study shows how the approach proposed enables estimation quality improvement against the conventional regression method.

UDC: 519.25



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