Proceedings of the Institute for System Programming of the RAS
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



Proceedings of ISP RAS:
Year:
Volume:
Issue:
Page:
Find






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


Proceedings of the Institute for System Programming of the RAS, 2023, Volume 35, Issue 4, Pages 129–144
DOI: https://doi.org/10.15514/ISPRAS-2023-35(4)-7
(Mi tisp805)
 

Program for constructing quite interpretable elementary and non-elementary quasi-linear regression models

M. P. Bazilevskiy

Irkutsk State University of Railway Engineering
Abstract: A quite interpretable linear regression satisfies the following conditions: the signs of its coefficients correspond to the meaningful meaning of the factors; multicollinearity is negligible; coefficients are significant; the quality of the model approximation is high. Previously, to construct such models, estimated using the ordinary least squares, the QInter-1 program was developed. In it, according to the given initial parameters, the mixed integer 0-1 linear programming task is automatically generated, as a result of which the most informative regressors are selected. The mathematical apparatus underlying this program was significantly expanded over time: non-elementary linear regressions were developed, linear restrictions on the absolute values of intercorrelations were proposed to control multicollinearity, assumptions appeared about the possibility of constructing not only linear, but also quasi-linear regressions. This article is devoted to the description of the developed second version of the program for constructing quite interpretable regressions QInter-2. The QInter-2 program allows, depending on the initial parameters selected by the user, to automatically formulate for the LPSolve solver the mixed integer 0-1 linear programming task for constructing both elementary and non-elementary quite interpretable quasi-linear regressions. It is possible to set up to nine elementary functions and control such parameters as the number of regressors in the model, the number of signs in real numbers after the decimal point, the absolute contributions of variables to the overall determination, the number of occurrences of explanatory variables in the model, and the magnitude of intercorrelations. In the process of working with the program, you can also control the number of elementary and non-elementarily transformed variables that affect the speed of solving the mixed integer 0-1 linear programming task. The QInter-2 program is universal and can be used to construct quite interpretable mathematical dependencies in various subject areas.
Keywords: linear regression, quite interpretable regression, ordinary least squares, multicollinearity, intercorrelation, quasi-linear regression, non-elementary regression, subset selection in regression, mixed integer 0-1 linear programming, non-linearity criterion
Document Type: Article
Language: Russian
Citation: M. P. Bazilevskiy, “Program for constructing quite interpretable elementary and non-elementary quasi-linear regression models”, Proceedings of ISP RAS, 35:4 (2023), 129–144
Citation in format AMSBIB
\Bibitem{Baz23}
\by M.~P.~Bazilevskiy
\paper Program for constructing quite interpretable elementary and non-elementary quasi-linear regression models
\jour Proceedings of ISP RAS
\yr 2023
\vol 35
\issue 4
\pages 129--144
\mathnet{http://mi.mathnet.ru/tisp805}
\crossref{https://doi.org/10.15514/ISPRAS-2023-35(4)-7}
Linking options:
  • https://www.mathnet.ru/eng/tisp805
  • https://www.mathnet.ru/eng/tisp/v35/i4/p129
  • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Proceedings of the Institute for System Programming of the RAS
    Statistics & downloads:
    Abstract page:28
    Full-text PDF :15
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024