A solution to multiple linear regression problems with ordered attributes

✍ Scribed by Hidekiyo Itakura

• Publisher: Elsevier Science
• Year: 1993
• Tongue: English
• Weight: 661 KB
• Volume: 25
• Category: Article
• ISSN: 0898-1221
• DOI: 10.1016/0898-1221(93)90222-h

✦ Synopsis

Almtract--A c|_a~__ of multiple linear regression techniques is discussed, in which the order of magnitude is constrained among regression coefficients. Each predictor variable is a qualitative variate having some categories which are on an ordinal scale. The criterion variable is quantitative. The problem to be solved is reduced to a quadratic programming problem in which the objective function is the residual sum of the squares in regression, and the constraints are linear ones imlx~ed on the regression coefficients. Under some conditions for the observed data, this problem can be solved numerically. The proposed technique works effectively for some types of regression analysis.