Methodological assumption that multiple linear regression is an adequate tool of modelling the behaviour of real systems is checked. To do this the experiment is organised on the basis of simple “real” system repre-sented as finite discrete automaton. Main result is that in situation of “black box” modelling the quality of approximation of output variables with linear regressions (from several samples and under different conditions) does not fulfil any of criterions of feasible approximation of systems behaviour.

1. FULLTEXT: Is Multiple Linear Regression The Proper Tool of Modelling a Behaviour of Real Systems ?, Microsoft Office Document, 0.3MB

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