This article is cited in 2 papers

Mathematical Modeling

Linear regression estimation using generalized least absolute deviations

A. N. Tyrsin^a, L. A. Sokolov<sup>b

a</sup> Reliability and Resource of Large Machine and Systems, Science and Engineering Center, Ural Branch of RAS, Ekaterinburg
^b Dept. of Control and Optimization Theory, Chelyabinsk State University, Chelyabinsk

Abstract: 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.

Keywords: generalized least modules method, estimations, regression, consistency, experimental data

UDC: 519.711.3:519.237

MSC: 60-99, 62-99

Original article submitted 04/V/2010
revision submitted – 10/X/2010

DOI: 10.14498/vsgtu797

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