ISJ Theoretical & Applied Science 09(65) 2018

Philadelphia, USA

Zhanatauov SU, Akhmetov KA

SIMULATION OF MULTIDIMENSIONAL SAMPLE WITH THE ASSIGNED VALUES OF THE COEFFICIENTS OF LINEAR REGRESSION.

Full Article: PDF

Scientific Object Identifier: http://s-o-i.org/1.1/TAS-09-65-48

DOI: https://dx.doi.org/10.15863/TAS.2018.09.65.48

Language: Russian

Citation: Zhanatauov SU, Akhmetov KA (2018) SIMULATION OF MULTIDIMENSIONAL SAMPLE WITH THE ASSIGNED VALUES OF THE COEFFICIENTS OF LINEAR REGRESSION. ISJ Theoretical & Applied Science, 09 (65): 301-314. Soi: http://s-o-i.org/1.1/TAS-09-65-48 Doi: https://dx.doi.org/10.15863/TAS.2018.09.65.48

Pages: 301-314

Published: 30.09.2018

Abstract: The article describes the calculation steps for model values of the matrix elements of centered and normalized values of z-variables Zmn=[Z1?Z2]. The partition [Z1?Z2] corresponds to a regression model of the form zn=?1z1+?2z2+…+?n- zn=?1z1+?2z2+…+?n-1, where z1,z2, ...,zn-1 is a set of explanatory (independent) variable ("regressors"), zn- response variable (dependent variable), ?1,...,?n-1 -regression coefficients. There is an adequacy of the real multi-dimensional sample X0mn as a model, histogram, and the mean arithmetic mean xmej, standard deviations sj=sqrt(s2j), j =1, ...,n. The tables, the graphs of the parameters, the variables of the IM MLRA are given for m=20, n =3: Z(t,?,)mn=[Z(t,?,)1?Z(t,?)2],(1\m)Z(t)Т1Z(t)1=R(?)11,(1\m)Z(t)Т1Z(?,t)2=R(?)12,R(?)12=R(?)11?, ?=(?1,?2)T.

Key words: inverse model, multidimensional, linear, regression analysis.