Software for multifactor regression analysis in violation of the assumption of the normal law distribution of observations

Abstract

Software for multifactor regression analysis in violation of the assumption of the normal law distribution of observations

Dzhangarov A. I., Akhmetova H. A.

Incoming article date: 24.04.2019

This article discusses the use of regression analysis in violation of the assumption of the normal distribution of observations. The analysis of the following work illustrated that the theoretical distribution of observations may differ significantly from practical research if normal law is rejected. To solve this problem, which is one of the central ones in statistical analysis, stable estimation methods were studied and applied. Based on the results obtained, a software product was developed that implements this statistical method.

Keywords: Normal law distribution of observations, stable estimation methods, M-estimates, software implementation