| 处理多元线性回归中自变量共线性的几种方法--SAS/STAT软件(6.12)中REG等过程增强功能的使用 |
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| 引用本文： | 高惠璇.处理多元线性回归中自变量共线性的几种方法--SAS/STAT软件(6.12)中REG等过程增强功能的使用[J].数理统计与管理,2000,19(5). |
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| 作者姓名： | 高惠璇 |
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| 作者单位： | 北京大学概率统计系,北京海淀区,100871 |
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| 摘 要： | 本文通过例子介绍多元线性回归中自变量共线性的诊断以及使用 SAS/SATA( 6.12 )软件中的 REG等过程的增强功能处理回归变量共线性的一些方法。包括筛选变量法 ,岭回归分析法 ,主成分回归法和偏最小二乘回归法
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| 关 键 词： | 回归 SAS/STAT 共线性 筛选变量 岭回归 主成分回归 偏最小二乘回归 |
Some method on treating the collinearity of independent variables in multiple linear regression |
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| Gao Hui-xian.Some method on treating the collinearity of independent variables in multiple linear regression[J].Application of Statistics and Management,2000,19(5). |
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| Authors: | Gao Hui-xian |
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| Abstract: | In the paper,we introduced the diagnosis of collinearity of independent variables in multiple linear regression and discussed how to use the enhancements of the REG procedure in SAS/STAT(6.12)to deal with the collinearity problem.Methods including selection of variables,ridge regression,principal component regression,and partial least squares rlgrlssion were introduced. |
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| Keywords: | regression collinearity selection variables ridge regression principal component regression partial least squares regression |
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