| 拟线性回归预测模型的稳定最小二乘解 |
| |
| 引用本文： | 刘学彦,赵建立,相文楠,王慧敏.拟线性回归预测模型的稳定最小二乘解[J].数学的实践与认识,2011,41(20). |
| |
| 作者姓名： | 刘学彦 赵建立 相文楠 王慧敏 |
| |
| 作者单位： | 聊城大学数学科学学院,山东聊城,252059 |
| |
| 基金项目： | 国家自然科学基金(10771073) |
| |
| 摘 要： | 可线性化回归预测模型通过换元进行线性回归,换元前后的因变量具有异方差性,致使拟线性回归参数的精度较低.运用GL算法给出了此类模型的稳定最小二乘解,提高了参数的估计精度,最后给出了一个应用实例.
|
| 关 键 词： | 非线性回归 异方差性 稳定最小二乘解 |
Stable Least Squares Solution to Quasi-inearization Regression Model |
| |
| LIU Xue-yan,ZHAO Jian-li,XIANG Wen-nan,WANG Hui-min.Stable Least Squares Solution to Quasi-inearization Regression Model[J].Mathematics in Practice and Theory,2011,41(20). |
| |
| Authors: | LIU Xue-yan ZHAO Jian-li XIANG Wen-nan WANG Hui-min |
| |
| Institution: | LIU Xue-yan,ZHAO Jian-li,XIANG Wen-nan,WANG Hui-min (School of Mathematics Science,Liaocheng University,Liaocheng 252059,China) |
| |
| Abstract: | Linearization nonlinear regression is transformed into model linear regression by substitution,but dependent variables after substitution have heterscedasticity,which makes the precision of the parameters estimated by quasi-linearization regression become lower.In this paper,by using the Global- Local Algorithm,the parameters precision of quasi-linearization regression is improved effectively.Finally,an applied example is given. |
| |
| Keywords: | non-linear regression heteroscedasticlty stable least squares solution |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
|
