IS MULTIPLE LINEAR REGRESSION THE PROPER TOOL OF MODELLING A BEHAVIOUR OF REAL SYSTEMS?

Methodological assumption that multiple linear regression is anadequate tool of modelling the behaviour of real systems is checked. To dothis the experiment is organised on the basis of simple “real” system represented as finite discrete automaton. Main result is that in situation of “blackbox” modelling the approximation of output variables with multiple linearregressions (from several samples and under different conditions) may notfulfil any of criterions of feasible approximation of systems behaviour, alsoin situations where real relation between input and output variables is strictlylinear and only one of variables is omitted