Informatics and Applications
2020, Volume 14, Issue 2, pp 9297
MULTIFACTOR FULLY CONNECTED LINEAR REGRESSION MODELS WITHOUT CONSTRAINTS TO THE RATIOS OF VARIABLES ERRORS VARIANCES
Abstract
The article is devoted to the problem of constructing errorsinvariables regression models. Currently, such models are not widely used because they are not suitable for forecasting and interpretation, they are difficult to estimate, and the variables errors variances are unknown. To eliminate these shortcomings, the author developed and investigated twofactor fully connected linear regression models. Such models are easily estimated, they can be used for forecasting, and they lack the effect of multicollinearity. In this paper, for the first time, multifactor fully connected linear regression models are considered. It is proved that in the case of removing the restrictions, on the ratio of variables errors variances, there are the one estimates of a fully connected regression, in which the approximation qualities of its secondary equation and the classical multiple linear regression model, estimated using the ordinary least squares, coincide.
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[+] About this article
Title
MULTIFACTOR FULLY CONNECTED LINEAR REGRESSION MODELS WITHOUT CONSTRAINTS TO THE RATIOS OF VARIABLES ERRORS VARIANCES
Journal
Informatics and Applications
2020, Volume 14, Issue 2, pp 9297
Cover Date
20200630
DOI
10.14357/19922264200213
Print ISSN
19922264
Publisher
Institute of Informatics Problems, Russian Academy of Sciences
Additional Links
Key words
errorsinvariables models; fully connected regression; Deming regression; ordinary least squares
Authors
M. P. Bazilevskiy
Author Affiliations
Irkutsk State Transport University, 15 Chernyshevskogo Str., Irkutsk 664074, Russian Federation
