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An Improved Reduction Algorithm to Check Hypotheses for the Multicollinear Regression Model

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Abstract

Proposed was a method to check hypotheses about values of the variance and mean value of the linear function of the state vector by a run of regression experiments in the multicollinearity conditions. The method is oriented to the high-dimensionality problems arising upon finalizing complex technical systems.

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Rusakov, A.I. An Improved Reduction Algorithm to Check Hypotheses for the Multicollinear Regression Model. Automation and Remote Control 62, 762–771 (2001). https://doi.org/10.1023/A:1010274824015

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