Estimation of Parameters in Regression Analysis Based on QR Decomposition of Rectangular Matrices by Householder Reflections

Authors

  • Oleksandr Dorokhov University of Tartu image/svg+xml
  • Lyudmyla Malyarets Kharkiv National University of Economics
  • Dmytro Yevstrat Kharkiv National University of Economics
  • Kadri Ukrainski

DOI:

https://doi.org/10.31449/inf.v46i4.3984

Abstract

An approach to eliminate multicollinearity problems in regression analysis using QR decomposition of rectangular matrices by Householder reflection has been proposed. The reliability of this computational procedure has been proved.

Povzetek: Predložen je pristup uklanjanju problema multikolinearnosti u regresijskoj analizi korištenjem QR dekompozicije pravokutnih matrica Householderovom refleksijom. Dokazana je pouzdanost ovog proračunskog postupka.

Author Biographies

  • Oleksandr Dorokhov, University of Tartu
    Ph.D., School of Economics
  • Lyudmyla Malyarets, Kharkiv National University of Economics
    Dr. Sc, Department of Information Systems
  • Dmytro Yevstrat, Kharkiv National University of Economics
    PhD, department of Information Systems

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Published

2022-12-15

Issue

Section

Technical papers

How to Cite

Estimation of Parameters in Regression Analysis Based on QR Decomposition of Rectangular Matrices by Householder Reflections. (2022). Informatica, 46(4). https://doi.org/10.31449/inf.v46i4.3984