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多重共线性的逐步回归检验分析
Instance Analysis of Multi-Collinearity by Stepwise Regression
【摘要】 通过国家财政逐步回归模型实例,本文分析了自变量选取原则,阐明了变量筛选的依据,并在逐步回归具体步骤中,重点描述了多重共线性的解决过程,最后利用积矩相关系数,对多重共线性问题的解决结果进行分析,并给出了合理的实际意义。
【Abstract】 By constructing the stepwise regression model of our national finance incoming,the paper analyzed the rules of selecting the independents.And the foundations of that the variable has been permitted to enter to or eliminate from the model were described.Then,in the algorithm of stepwise regression,the procedure of overcoming the multi-colliearity problem was expatiated.Finally,the paper evaluated the results of the overcoming by Pearson coefficients.Also the actual meanings of the results were given.
【关键词】 多重共线性;
逐步回归;
偏F检验;
积矩相关系数;
【Key words】 multi-collinearity; stepwise regression; partial F test; Pearson coefficients;
【Key words】 multi-collinearity; stepwise regression; partial F test; Pearson coefficients;
【基金】 重庆师范大学科研项目(05XLY004)
- 【文献出处】 重庆三峡学院学报 ,Journal of Chongqing Three Gorges University , 编辑部邮箱 ,2006年03期
- 【分类号】F224
- 【被引频次】29
- 【下载频次】2172