【摘要】 <正> 本文用广义线性模型概念概括了目前最常用的回归、随机回归、自回归、广义自回归和门限自回归等模型,并且包括了它们的各种混合模型。广义线性模型具有非常广泛的应用背景。从七十年代宋期到现在,在这几年时间里,对于广义线性模型的最小二乘拟合方法的相容性理论研究,取得了重要的进展。从而为这类模型的广泛应用提供了可靠的理论基础。本文将概述这些进展中的主要内容。更多还原

【Abstract】 In this paper at first we introduce general linear model whlch includes regression, stochastic regression, autoregression, general autoregresssion, threshold autoregression, and mixing regression of them, and so on. General linear models have been used widely in preterice. The consistent properies of least square method in fitting, general linear models were developed quiokly in last few years. Secondly in this paper we indroduce the main results in this development including about not only parameter’s estimation but also variable’s selection of general linear models.更多还原