Methods of linear multiple regression in a matrix form

Abstract

The article contains a summary of three basic and two weighted linear multiple regression tech- niques in matrix form, together with the method of least squares of Gauss constitute a new tool re- gression analysis. The article contains a matrix formula that can be used to obtain equations of line- ar multiple regression and the basic weighted least-squares method to obtain regression equations without constant term and the method of obtaining the regression equations of general form. The article provides an example of use of matrix methods to obtain the coefficients of regression equa- tion of the general form, ie equation of equal performance.

Keywords

array formula / basic and weighted methods / linear multiple regression / least squares method / method of obtaining the regression equations without constant term / method of obtaining of regression equations of general form

RIGHTS & PERMISSIONS

Ivashnev L.I.