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author:

吴相波 (吴相波.) [1] | 叶阿忠 (叶阿忠.) [2]

Indexed by:

CQVIP PKU CSSCI

Abstract:

各解释变量之间存在多重共线性是现实中很普遍的现象。本文对局部线性估计多重共线性问题进行了讨论,发现多重共线性造成局部线性估计精度下降的原因,并提出了一个补救方法:当变量之间高度相关时采用主成分回归可以有效提高估计精度。本文还通过模拟的方式证明了此方法的有效性。

Keyword:

主成分 多重共线性 局部线性估计 非参数回归

Community:

  • [ 1 ] 福州大学管理学院,福州350002

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Source :

统计与决策

ISSN: 1002-6487

Year: 2007

Issue: 8

Page: 4-6

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count: -1

30 Days PV: 2

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