МНОЖЕСТВЕННОЕ LV-ОЦЕНИВАНИЕ ЛИНЕЙНЫХ РЕГРЕССИОННЫХ

МОДЕЛЕЙ

С. И. Носковa, М. П. Базилевскийб
Иркутский государственный университет путей сообщения, г. Иркутск, Российская Федерация
a ORCID: http://orcid.org/0000-0003-4097-2720
б ORCID: http://orcid.org/0000-0002-3253-5697, mik2178@yandex.ru

Аннотация: для оценки моделей множественной линейной регрессии существует

много различных математических методов: наименьших квадратов, модулей, антиробастного
оценивания, Lv-оценивания, множественного оценивания. Целью данной работы является
обобщение указанных методов оценивания единой функцией потерь. Сначала была
сформулирована задача оценивания, в которой в качестве критериев минимизации выступают
критерии для антиробастного и Lv-оценивания. Недостатком сформулированной задачи
является то, что для ее численного решения затруднительно определять начальные значения
параметров, поскольку переменные могут иметь разные масштабы. Кроме того, функция
потерь для этой задачи является неоднородной, что также затрудняет процесс оценивания.
Для решения этих проблем введен новый критерий, равный критерию антиробастного
оценивания, возведенному в степень v. С помощью него и функции потерь для Lv-оценивания
сформулирована задача множественного Lv-оценивания. Функционал этой задачи является
однородным, поэтому для проведения множественного Lv-оценивания целесообразно
нормировать исходные переменные и переходить к оценкам стандартизованной линейной
регрессии. Предложен алгоритм, по которому рекомендуется проводить множественное Lv-
оценивание. В результате проведения множественного Lv-оценивания формируется
множество, содержащее оценки линейной регрессии, полученные как известными методами,
так и новыми. Правильный выбор наилучших из полученного множества оценок пока
остается открытой научной задачей. С помощью предложенного множественного Lv-
оценивания успешно решена задача моделирования железнодорожных пассажирских
перевозок Иркутской области.
Ключевые слова: регрессионная модель, метод наименьших модулей, метод
наименьших квадратов, метод антиробастного оценивания, метод Lv-оценивания, метод
множественного оценивания, метод множественного Lv-оценивания.

Для цитирования: Носков С. И., Базилевский М. П. Множественное Lv-оценивание линейных

регрессионных моделей. Успехи кибернетики. 2022;0(0):0–0.

Multiple LV-Estimation of Linear Regression Models

S. I. Noskova, M. P. Bazilevskiyb
Irkutsk State Transport University, Irkutsk, Russian Federation
a ORCID: http://orcid.org/0000-0003-4097-2720
b ORCID: http://orcid.org/0000-0002-3253-5697, mik2178@yandex.ru

Abstract: there are many methods for estimating multiple linear regression models: ordinary
least squares, least absolute deviations, anti-robust estimation, Lv-estimation, and multiple
estimations. The purpose of this work is to generalize these methods by a loss function. First, an
estimation problem was formulated where the minimization criteria are the anti-robust and Lv-
estimations. The disadvantage of this problem statement is that it is difficult to determine the
 initial values of the parameters for a numerical solution, since the variables may have different
scales. Besides, the loss function is non-uniform, which also complicates the estimation. To solve
these problems, we introduced a new criterion, equal to the anti-robust estimation criterion raised to
the power v. We stated the problem of multiple Lv-estimation using the new criterion and the loss
function. The functional of this problem is homogeneous, therefore, for multiple Lv-estimations, it
is advisable to normalize the initial variables and then apply the standardized linear regression
estimates. We also developed an algorithm for multiple Lv-estimations. A result of such estimations
is a set containing linear regression estimates obtained both by the existing and new methods. The
optimal choice of the best estimates from the set of estimates remains an open problem. We
successfully simulated the passenger railway traffic in the Irkutsk region with the proposed multiple
Lv-estimations.
Keywords: regression model, least absolute deviations, ordinary least squares, anti-robust
estimation, Lv-estimation, multiple estimations, multiple Lv-estimation method.
Cite this article: Noskov S. I., Bazilevskiy M. P. Multiple Lv-estimation of Linear Regression
Models. Russian Journal of Cybernetics. 2022;0(0):0–0.

Introduction
Currently, one of the effective tools of mathematical modeling is regression analysis [1, 2].
The simplest regression model is considered a linear regression of the form:

, , (1)

where - sample size; - number of explanatory variables; — -th value of

the explanatoy variable; — -th value of -th explanatory variable; , , ..., -
unknown parameters; - approximationerror.
There are various methods for finding the unknown parameters of linear regression (1):
maximum likelihood method, moments, least squares and moduli, antirobust and multiple
estimation, etc. However, the question of which of the existing arsenal of methods is better
suitedfor estimating model (1) remains unresolved. Most researchers in their scientific works give
preference to the least squares method (LSM) [3, 4], which consists in solving the problem:

. (2)
The prevalence of MNCs can be explained by the simplicity of solving problem (2), which is
reduced to the solution of a system of linear algebraic equations.
However, the efficiency of MNC decreases sharply when the processed sample contains
outliers, i.e., observations that are poorly consistent with the rest of the sample. In these
cases, robust [5, 6] estimation methods are used, i.e., less sensitive to outliers than LOM. They
include the Least Modules Method (LMM) [7], the essence of which consists in solving the
problem:

. (3)
The monograph [8] shows that problem (3) can be reduced to a linear programming problem
(LP):
 , (4)

, , (5)

, , . (6)
The opposite method to CMM is antirobast estimation (AAO) [8], which is used when the
researcher is convinced of the uniqueness of each observation of the sample and when its length is
very limited, so it may be irrational to ignore some observations using robust or near-
robustmethods. Anti-robust estimation is the solution to the problem:

. (7)
Such an estimate [8] is determined by solving the LP problem consisting of constraints (5), (6),
, , (8)
and the target function

(9)

A generalization of ISC, MNM and MAO is the so-called -estimation[9], which consists
insolving the problem:

. (10)

It is noted in [9] that function (10) at is convex downward, which means that

at there is a single local minimum that coincides with the global one. As can be seen, at
-estimatescoincide with the MNM-estimates, at- with the ANM-estimates, and

at with MAO scores.

To solve the problem (10) at the method called in [10] iterative MNC, and in [11]
themethod of variation-weighted quadratic approximations (VWQAE) was developed.
In [8, 12, 13] the multiple estimation method (MEM) is considered
parameters of linear regression (1), which uses two as minimization criteria: and , which
arepolar with respect to the outliers. MMO assumes the solution of the two-criteria LP problem with

constraints (5), (6), (8) and with the vector criterion . Its solution can be obtained
byfirst forming a linear convolution of the criteria and with changing positive
coefficients :

, .
Then, uniformly dividing the segment by as many points as possible and solving for

eachof them the problem with constraints (5), (6) and

 (8) , it is possible to obtain a set of MMO estimates, which is a Pareto set in the criterion space

. The MORM software package [14] can be used for this purpose.
This paper explores the possible symbiosis of MMOs w i t h -evaluation.

Multiple -estimation
For linear regression (1) let us formulate the estimation problem, in which , a are
minimization criteria. In its meaning this problem does not different from the MMO formulation,
and at it is even equivalent to it. However, we can notice that the
pri-criterion , so the two-criterion problem with

vector criterion at large transforms into a single-criterion one for MAO. Therefore, only
theestimates obtained by the proposed method at
small values , which may be better in some sense than estimates obtained by currently
knownmethods.
Assuming that the number is given, let's make a linear convolution of the criteria and :

, .
Then, dividing the segment by some number of points and solving for each of them
anoptimization problem with a target function

(11)
and with the constraints (5), (6), and (8), we can obtain a set of linear regression estimates.
The solution of problem (11) with linear constraints (5), (6) and (8) is not difficult to obtain
when , when it is an LP problem for any , when , when it is
linear for any , and at , when it is possible to use MVKP. In other cases it is a
nonlinear programming problem and can be solved numerically using specialized programs.
Application of numerical methods to solve problem (11) with constraints (5), (6) and (8) involves
two problems.
1. It is unclear how to set the initial values of the variables so that the
numericalmethod converges to a global minimum.
2. The function (11) is inhomogeneous. Indeed, the value of the first criterion

can often be significantly than the value of the second one .

Therefore, the uniform partitioning of the segment of the
dominance of the first criterion during minimization can lead to the same estimates at all points
except .
To solve these problems, let's raise the criterion in the degree consider the problemlinear

regression estimation according to the criteria and, which we will call

by multiple -estimation. Obviously, this problem is equivalent in meaning to the problem
ofestimating the model (1) by the criteria and . For a given linear convolution of the criteria
and has the form:

, .

Since , after partitioning the segment points

foreach of them you need to solve either an optimization problem with the target function

(12)
and with linear constraints (5), (6), (8), or with the target function

, (13)
with linear constraints (5), (6) and nonlinear constraints

, . (14)
Problem (12) with constraints (5), (6), (8) and problem (13) with constraints (5), (6), (14)
are equivalent. The question of which of these two problems the numerical methods handle more
efficiently is still open. In our opinion, the problem with the target function (12), (5), (6), (8) looks
more preferable, since the area of its admissible
solutions for any is a convex polygon.

Obviously, function (12) is homogeneous of degree . Note that all known loss functions

- for MNM, MNK, MAO, MMO, and -estimation - have the property of homogeneity.
Function
(11) at does not have this property.
Because of the homogeneity of the function (12), first, it is correct to partition the segment
points uniformly, and second, for the convenience of multiple -estimation it is
allowed to normalize the original variables , , , ..., and proceed tothe estimates of the
standardizedlinear regression.
Let us normalize the initial variables according to the rules:

, , ..., , ,

where , , , ..., are the mean values of the variables, and , , ..., are their
standarddeviations.
Then the standardized linear regression model looks like this:

, , (15)

where , , ..., - unknown standardized parameters; - new approxima tion error.

 Multiple -estimation parameters standardized regression
(15)involves solving the problem:

.(16)
It is not difficult to prove that the optimal solution of the problem (16) for a given

andcoincides with the optimal solution of the problem . To do this we

substitute in
function (16) the approximation errors expressed from (15):

.
Taking into account the rules of rationing variables, let us rewrite this expression in the form:

.
By replacing the variables in this expression we get

, , , (17)

It follows that minimizing the function is equivalent to minimizing the function .

Formulas (17) establish the relationship between the parameters of standardized (15) and the original
linearregression (1).
Multiple -estimation can be carried out, for example, according to the following
algorithm.
1. Assign the area of change to the parameter , where is its
largest value. You can select as follows. First estimate the linear regression by MAO

and find the value of the criterion . Then sequentially find -estimates of the
model by MVVCP, consistently increasing the parameter from one until the anti-robustness

criterion of the regression is sufficient

 is different from . As noted above, it hardly makes sense to conduct multiple
-evaluations when is large.
2. Carry out rationing of the variables.
3. Uniformly divide the segments and by points and at each
such point solve either problem (12) with constraints (5), (6), (8), or problem (13) with
constraints (5), (6), (14) for normalized data. Since the variables are normalized, zeros can be
specified as their initial approximations when implementing numerical methods. For more
reliability when solving a nonlinear programming problem for some node of the network
it is desirable to use theestimates of neighboring nodes as initial approximations.

4. By formulas (17) for each node of the network go from the estimates of
thestandardized regression to the estimates of the original regression (1).
Choosing from the resulting set of estimates with the best properties so far
remainsan open scientific challenge.

Modeling
To demonstrate the method of multiple -estimation we solved the task of modeling
passenger railroad transportation in the Irkutsk region. For this purpose we used statistical data
(Table 1) for 2000-2020 on the following variables:
- passenger departures by public railway transport (thousand people);
- the number of own passenger cars per 1,000 people (units);
- average consumer prices for a flight in economy class (per 1,000 km of travel) for
December (rubles).
Table 1
Statistical data
Th Th
e e
Yea Yea
r r
200 22133 138, 1000,63 201 18059 224,3 5863,8
0 8 1 9
200 23216 140 1058,38 201 17266 251,5 5888,3
1 2 3
200 23363 147, 1272,93 201 14930 271,8 3554,4
2 2 3 5
200 25122 151, 1804,49 201 14161 270,5 3641,5
3 6 4 2
200 26435 156, 1962,69 201 12967 271,3 5095,4
4 5 5 2
200 26247 143, 2819,53 201 12998 242,7 5297,9
5 3 6 9
200 27817 154, 3529,62 201 12003 246,2 5129,7
6 8 7
 200 28501 169, 4811,21 201 11796 245,6 4669,4
7 2 8
200 28757 188, 6590,97 201 11907 254,9 4416,6
8 2 9 2
200 22427 189, 6202,74 202 9294 261,6 4653,3
9 8 0 9
201 19774 202, 5633,74
0 6

The values of the parameter were set to 1, 1.5, 2, 2.5, 3, 3.5, 4, 4.5, 5, 10, and 20.
Thesegment was divided evenly by nine points. First, the data were normalized, and
then the problem (12) with constraints (5), (6), (8) was solved for each node from the

network using the online solver APMonitor. Zeros were specified as initial
approximations of the variables. The simulation results are presented in Table 2.

Table 2
Simulation results

v 1 1,5 2 2,5 3 3,5 4 4,5 5 10 20

λ

(43522 (43522; (43522; (43522; (43522; (43522; (43522; (43522; (43522; (43522; (43522
; -131,95; -131,95; -131,95; -131,95; -131,95 -131,95; -131,95; -131,95; -131,95 ;
-131,9 0,921; 0,921; 0,921; 0,921; ; 0,921; 0,921; 0,921; ; -131,95
0 5; 2,75E+0 1,54E+0 8,80E+0 5,14E+1 0,921; 1,82E+1 1,10E+1 6,66E+1 0,921; ;
0,921; 6; 8; 9; 1; 3,04E+1 5; 7; 8; 5,44E+3 0,921;
50903 2,53E+0 1,60E+0 1,01E+0 6,39E+1 3; 2,55E+1 1,61E+1 1,02E+1 6; 4,84E+7
; 5; 7; 9; 0; 4,04E+1 4; 6; 8; 1,04E+3 2;
3997; 50903; 50903; 50903; 50903; 2; 50903; 50903; 50903; 6; 1,08E+7
50903 3997) 3997) 3997) 3997) 50903; 3997) 3997) 3997) 50903; 2;
; 3997) 3997) 50903;
3997) 3997)

(41216 (41716; (42139; (42350; (42490; (42595; (42676; (42744; (42802; (43135; (43337
; -127,19; -128,3; -128,86; -129,23; -129,50 -129,72; -129,90; -130,05; -130,92 ;
-125,8 1,052; 1,021; 1,006; 0,996; ; 0,982; 0,977; 0,973; ; -131,45
0,1 7; 2,65E+0 1,48E+0 8,45E+0 4,91E+1 0,988; 1,73E+1 1,04E+1 6,31E+1 0,949; ;
1,088; 6; 8; 9; 1; 2,90E+1 5; 7; 8; 5,08E+3 0,934;
49079 2,57E+0 1,63E+0 1,03E+0 6,52E+1 3; 2,61E+1 1,65E+1 1,04E+1 6; 4,48E+7
; 5; 7; 9; 0; 4,13E+1 4; 6; 8; 1,07E+3 2;
4058; 49449; 49762; 49918; 50021; 2; 50158; 50208; 50252; 6; 1,11E+7
49079 4045) 4034) 4028) 4024) 50098; 4020) 4018) 4016) 50498; 2;
; 4022) 4007) 50647;
4058) 4002)

(41216 (41399; (41821; (42019; (42144; (42235; (42304; (42364; (42417; (42812; (43145
; -126,35; -127,47; -127,99; -128,31; -128,56 -128,73; -128,90; -129,04; -130,07 ;
-125,8 1,075; 1,044; 1,030; 1,021; ; 1,009; 1,005; 1,001; ; -130,95
0,2 7; 2,65E+0 1,47E+0 8,41E+0 4,89E+1 1,014; 1,71E+1 1,03E+1 6,22E+1 0,972; ;
1,088; 6; 8; 9; 1; 2,88E+1 5; 7; 8; 4,93E+3 0,948;
49079 2,58E+0 1,63E+0 1,04E+0 6,56E+1 3; 2,64E+1 1,67E+1 1,06E+1 6; 4,30E+7
; 5; 7; 9; 0; 4,16E+1 4; 6; 8; 1,09E+3 2;
4058; 49214; 49526; 49673; 49766; 2; 49884; 49928; 49967; 6; 1,14E+7
49079 4053) 4042) 4037) 4033) 49832; 4029) 4028) 4026) 50259; 2;
; 4031) 4016) 50506;
4058) 4007)

(41216 (41308; (41715; (41908; (42028; (42110; (42173; (42226; (42273; (42666; (43075;
; -126,11; -127,19; -127,69; -128,01; -128,23; -128,39; -128,53; -128,66; -129,69; -130,91;
-125,8 1,081; 1,052; 1,038; 1,029; 1,023; 1,019; 1,015; 1,012; 0,983; 0,963;
0,3 7; 2,65E+0 1,47E+0 8,40E+0 4,88E+1 2,87E+1 1,71E+1 1,03E+1 6,20E+1 4,90E+3 4,17E+7
1,088; 6; 8; 9; 1; 3; 5; 7; 8; 6; 2;
49079 2,58E+0 1,64E+0 1,04E+0 6,58E+1 4,17E+1 2,64E+1 1,68E+1 1,06E+1 1,10E+3 1,18E+7
; 5; 7; 9; 0; 2; 4; 6; 8; 6; 2;
4058; 49147; 49448; 49591; 49679; 49740; 49787; 49826; 49861; 50152; 50478;
49079 4055) 4045) 4040) 4037) 4034) 4033) 4031) 4030) 4020) 4015)
;
4058)
 (41216 (41354; (41672; (41851; (41966; (42047; (42105; (42154; (42197; (42597; (43034;
; -126,43; -127,10; -127,54; -127,85; -128,06; -128,21; -128,34; -128,45; -129,71; -130,92;
-125,8 1,073; 1,054; 1,042; 1,034; 1,028; 1,024; 1,020; 1,017; 1,001; 0,974;
0,4 7; 2,63E+0 1,47E+0 8,40E+0 4,88E+1 2,87E+1 1,71E+1 1,03E+1 6,20E+1 4,85E+3 4,10E+7
1,088; 6; 8; 9; 1; 3; 5; 7; 8; 6; 2;
49079 2,65E+0 1,64E+0 1,04E+0 6,58E+1 4,18E+1 2,65E+1 1,68E+1 1,07E+1 1,13E+3 1,22E+7
; 5; 7; 9; 0; 2; 4; 6; 8; 6; 2;
4058; 49015; 49394; 49549; 49634; 49693; 49737; 49773; 49805; 50134; 50468;
49079 4126) 4056) 4041) 4038) 4036) 4034) 4033) 4032) 4030) 4021)
;
4058)

(42966 (41574; (41782; (41899; (41963; (42005; (42066; (42116; (42158; (42549; (43002;
; -127,49; -127,73; -127,86; -127,91; -127,95; -128,15; -128,38; -128,54; -129,71; -130,92;
-133,7 1,044; 1,037; 1,033; 1,032; 1,031; 1,029; 1,032; 1,032; 1,013; 0,981;
0,5 9; 2,61E+0 1,46E+0 8,35E+0 4,86E+1 2,87E+1 1,71E+1 1,02E+1 6,18E+1 4,82E+3 4,07E+7
0,87; 6; 8; 9; 1; 3; 5; 7; 8; 6; 2;
47531 2,82E+0 1,75E+0 1,08E+0 6,72E+1 4,18E+1 2,66E+1 1,69E+1 1,08E+1 1,15E+3 1,25E+7
; 5; 7; 9; 0; 2; 4; 6; 8; 6; 2;
5236; 48763; 49181; 49423; 49569; 49663; 49714; 49768; 49810; 50121; 50459;
47531 4299) 4180) 4109) 4065) 4037) 4037) 4040) 4041) 4036) 4025)
;
5236)

(42966 (41730; (41859; (42017; (42088; (42126; (42151; (42173; (42195; (42515; (42980;
; -128,24; -128,18; -128,85; -129,05; -129,10; -129,10; -129,10; -129,10; -129,71; -130,92;
-133,7 1,023; 1,025; 1,042; 1,049; 1,051; 1,052; 1,051; 1,049; 1,021; 0,987;
0,6 9; 2,60E+0 1,45E+0 8,29E+0 4,81E+1 2,84E+1 1,69E+1 1,01E+1 6,13E+1 4,81E+3 4,05E+7
0,87; 6; 8; 9; 1; 3; 5; 7; 8; 6; 2;
47531 2,94E+0 1,82E+0 1,16E+0 7,36E+1 4,63E+1 2,91E+1 1,83E+1 1,15E+1 1,16E+3 1,26E+7
; 5; 7; 9; 0; 2; 4; 6; 8; 6; 2;
5236; 48607; 49031; 49327; 49502; 49616; 49694; 49752; 49798; 50111; 50453;
47531 4419) 4266) 4230) 4190) 4157) 4131) 4112) 4096) 4041) 4028)
;
5236)

(43755 (41847; (42061; (42186; (42227; (42242; (42251; (42260; (42269; (42514; (42962;
; -128,95; -130,15; -130,48; -130,40; -130,25; -130,11; -130,00; -129,90; -129,90; -130,92;
-145,3 1,015; 1,064; 1,075; 1,076; 1,074; 1,072; 1,070; 1,066; 1,029; 0,991;
0,7 5; 2,60E+0 1,44E+0 8,23E+0 4,77E+1 2,81E+1 1,67E+1 1,00E+1 6,06E+1 4,78E+3 4,04E+7
1,178; 6; 8; 9; 1; 3; 5; 7; 8; 6; 2;
46949 3,04E+0 1,99E+0 1,28E+0 8,08E+1 5,09E+1 3,21E+1 2,02E+1 1,27E+1 1,23E+3 1,28E+7
; 5; 7; 9; 0; 2; 4; 6; 8; 6; 2;
6495; 48490; 48989; 49295; 49473; 49589; 49669; 49728; 49774; 50098; 50448;
46949 4525) 4460) 4389) 4323) 4271) 4232) 4202) 4177) 4063) 4030)
;
6495)

(43755 (42051; (42235; (42322; (42341; (42340; (42336; (42332; (42333; (42535; (42949;
; -131,29; -131,85; -131,81; -131,52; -131,21; -130,96; -130,75; -130,58; -130,23; -130,94;
-145,3 1,067; 1,099; 1,101; 1,098; 1,094; 1,090; 1,086; 1,081; 1,038; 0,995;
0,8 5; 2,59E+0 1,44E+0 8,19E+0 4,75E+1 2,80E+1 1,66E+1 9,98E+1 6,03E+1 4,74E+3 4,04E+7
1,178; 6; 8; 9; 1; 3; 5; 6; 8; 6; 2;
46949 3,29E+0 2,14E+0 1,37E+0 8,71E+1 5,50E+1 3,47E+1 2,19E+1 1,38E+1 1,34E+3 1,29E+7
; 5; 7; 9; 0; 2; 4; 6; 8; 6; 2;
6495; 48364; 48959; 49269; 49449; 49566; 49648; 49708; 49755; 50080; 50446;
46949 4770) 4625) 4519) 4433) 4366) 4316) 4277) 4246) 4099) 4033)
;
6495)

(43755 (42199; (42378; (42436; (42436; (42421; (42405; (42394; (42388; (42557; (42944
; -133,13; -133,25; -132,92; -132,46; -132,02 -131,67; -131,39; -131,16; -130,53 ;
-145,3 1,110; 1,128; 1,124; 1,117; ; 1,105; 1,099; 1,094; ; -130,97
0,9 5; 2,59E+0 1,44E+0 8,18E+0 4,74E+1 1,110; 1,66E+1 9,95E+1 6,01E+1 1,046; ;
1,178; 6; 8; 9; 1; 2,79E+1 5; 6; 8; 4,72E+3 0,997;
46949 3,50E+0 2,27E+0 1,46E+0 9,27E+1 3; 3,70E+1 2,34E+1 1,48E+1 6; 4,03E+7
; 5; 7; 9; 0; 5,86E+1 4; 6; 8; 1,45E+3 2;
6495; 48273; 48933; 49246; 49428; 2; 49629; 49691; 49738; 6; 1,33E+7
46949 4968) 4762) 4628) 4525) 49547; 4387) 4341) 4304) 50065; 2;
; 4447) 4132) 50439;
6495) 4039)

(43755 (42346; (42497; (42534; (42517; (42491; (42466; (42448; (42438; (42573; (42951
1 ; -134,76; -134,43; -133,87; -133,25; -132,72 -132,29; -131,95; -131,68; -130,78 ;
-145,3 1,146; 1,152; 1,143; 1,133; ; 1,117; 1,111; 1,105; ; -131,10
5; 1,124; 1,053; ;
1,178; 1,001;

46949 2,58E+0 1,44E+0 8,17E+0 4,74E+1 2,79E+1 1,66E+1 9,94E+1 6,00E+1 4,72E+3 4,03E+7
; 6; 8; 9; 1; 3; 5; 6; 8; 6; 2;
6495; 3,68E+0 2,38E+0 1,53E+0 9,76E+1 6,19E+1 3,92E+1 2,48E+1 1,57E+1 1,55E+3 1,44E+7
46949 5; 7; 9; 0; 2; 4; 6; 8; 6; 2;
; 48214; 48911; 49227; 49410; 49530; 49614; 49675; 49725; 50051; 50430;
6495) 5137) 4877) 4721) 4604) 4516) 4449) 4397) 4356) 4160) 4054)
 Each cell in Table 2 contains a vector ,

where , , are linear regression estimates recalculated by formulas (17), , ,

, are loss function values for estimates , , .

Table 2 shows that in the criteria space 4 Pareto vertices are, obtainedat and starting
from a Pareto vertex is obtained for each value , i.e. on the segment a convex

downward figure is formed. Moreover, in the criterion space one can observe exactly
the same picture (Fig.).

(a) (b) (c)

(d) (e) (f)

(g) (h) (i)

 of

(j) (k)

Fig. Pareto vertices for different criterion s p a c e s

From Fig. you can see how quickly with increasing a two-criteria problem with vector

criterion transforms into a one-criteria problem of anti-robust estimation.

Then, by the "ideal" point method, the optimal estimates were chosen from Table 1 with
in terms of the criteria and . First, these criteria were normalized by the rules of

, .
Then an "ideal" point (0,0) was assigned and the alternative closest to this point in terms of
Euclidean distance was chosen

.
It turned out to be the alternative, for which , . The linear regression
equationfor these parameters is as follows:
.(18)

Model adequacy criteria (18) , .

Equation (18) satisfies the meaning of the problem to be solved. The variable has an
inverse effect on , since the growth the welfare of the population, and hence the number of
passenger cars, reduces the demand for railroad transportation. The variable
has a direct impact on : the higher the airfare, the lower the demand for air travel, and the higher
thedemand for rail travel.

Conclusion
In this paper we propose a method of multiple Lv -estimation of unknown parameters of
linear regression. As a result of the estimation a set of different linear regression estimates
is formed. In further works of the authors, we will investigate the selection of the best estimators
fromthis set.

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