| 多元线性回归模型参数估计的递推算法及误差分析 |
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| 引用本文： | 郑国萍,赵立强,俞百印,李艳坡.多元线性回归模型参数估计的递推算法及误差分析[J].大学数学,2007,23(3):78-82. |
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| 作者姓名： | 郑国萍 赵立强 俞百印 李艳坡 |
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| 作者单位： | 河北科技师范学院,数理系,秦皇岛,066004 |
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| 摘 要： | 讨论新增数据信息对多元线性回归模型的修正原理,给出不断加入新增数据信息的多元线性回归模型参数估计值的一种递推算法.利用影响因子的概念来刻画新增信息对预测误差的影响,并给出了算法和应用实例.
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| 关 键 词： | 线性回归 参数估计 最小二乘法 递推算法 |
| 文章编号： | 1672-1454（2007）03-0078-05 |
| 修稿时间： | 2005-10-20 |
A Recurrence Algorithm and Error Analysis in Parameter Estimate of Multivariate Linear Regression |
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| ZHENG Guo-ping,ZHAO Li-qiang,YU Bai-yin,LI Yan-po.A Recurrence Algorithm and Error Analysis in Parameter Estimate of Multivariate Linear Regression[J].College Mathematics,2007,23(3):78-82. |
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| Authors: | ZHENG Guo-ping ZHAO Li-qiang YU Bai-yin LI Yan-po |
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| Institution: | Department of Mathematics and Physics, Hebei Normal University of Science and Technology, Qinhuangdao Hebei 066004, China |
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| Abstract: | The paper discussed the method of adjustment of the previous linear regress model take advantage of the newly increased cases,furthermore,it introduced a recurrence algorithm in parameter estimate of multivariate linear regression following with the newly increased cases.And a new parameter named "influencing factor" was introduced to expose the effect on predictive error that brought by the newly increased cases.At the end,an example was illustrated. |
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| Keywords: | linear regression parameter estimate recurrence algorithm error analysis |
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