Integration of constraints on intercorrelation coefficients into the optimization problem and conditions for constructing quite interpretable non-elementary linear regressions | Vestnik Tomskogo gosudarstvennogo universiteta. Upravlenie, vychislitelnaja tehnika i informatika – Tomsk State University Journal of Control and Computer Science. 2024. № 69. DOI: 10.17223/19988605/69/4

Integration of constraints on intercorrelation coefficients into the optimization problem and conditions for constructing quite interpretable non-elementary linear regressions

The article formulates a rigorous definition of quite interpretable non-elementary linear regression, containing nine conditions. To control multicollinearity, linear constraints on intercorrelations between both external regressors and internal variables from different regressors are integrated into the optimization problem. The mathematical apparatus was implemented in a specialized computer program. Using this program, a quite interpretable non-elementary linear regression has been successfully constructed using real data, satisfying all nine formulated conditions. The author declares no conflicts of interests.

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Keywords

regression analysis, non-elementary linear regression, interpretation, piecewise-defined function, ordinary least squares method, mixed 0-1 integer linear programming problem, multicollinearity, rail transportation

Authors

Name	Organization	E-mail
Bazilevskiy Mikhail P.	Irkutsk State Transport University	mik2178@yandex.ru

Всего: 1

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