Journal of Computational and Engineering Mathematics
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



J. Comp. Eng. Math.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Journal of Computational and Engineering Mathematics, 2018, Volume 5, Issue 3, Pages 17–23
DOI: https://doi.org/10.14529/jcem180302
(Mi jcem123)
 

Computational Mathematics

Analysis of algorithms for stable estimation of coefficients of multiple linear regression models

A. A. Azaryan

Yerevan State University, Yerevan, Republic of Armenia
References:
Abstract: Computational experiments on model data were performed in order to study the effectiveness of the algorithms for realization of the least absolute deviations (LAD) method and the generalized method of the least absolute deviations (GLAD) when estimating the parameters of multiple linear regression models based on descent through the nodal straight lines. In addition, a comparative analysis of the algorithms of descent through nodal straight lines for LAD and GLAD with known exact and approximate methods to solve tasks (2) and (3) was carried out.
Keywords: linear regression model, the least absolute deviations method, generalized, computational complexity, comparative analysis.
Received: 20.08.2018
Bibliographic databases:
Document Type: Article
UDC: 519.237.5:519.24
MSC: 62J05
Language: English
Citation: A. A. Azaryan, “Analysis of algorithms for stable estimation of coefficients of multiple linear regression models”, J. Comp. Eng. Math., 5:3 (2018), 17–23
Citation in format AMSBIB
\Bibitem{Aza18}
\by A.~A.~Azaryan
\paper Analysis of algorithms for stable estimation of coefficients of multiple linear regression models
\jour J. Comp. Eng. Math.
\yr 2018
\vol 5
\issue 3
\pages 17--23
\mathnet{http://mi.mathnet.ru/jcem123}
\crossref{https://doi.org/10.14529/jcem180302}
\elib{https://elibrary.ru/item.asp?id=35669826}
Linking options:
  • https://www.mathnet.ru/eng/jcem123
  • https://www.mathnet.ru/eng/jcem/v5/i3/p17
  • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Journal of Computational and Engineering Mathematics
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2025