| 广义线性模型拟合方法的相容性(Ⅲ) |
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| 引用本文： | 安鸿志. 广义线性模型拟合方法的相容性(Ⅲ)[J]. 淮北煤炭师范学院学报(自然科学版), 1989, 0(3) |
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| 作者姓名： | 安鸿志 |
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| 作者单位： | 中国科学院应用数学所 |
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| 摘 要： | 广义性模型包括了回归、自回归及其混合型的线性模型,是一种比较广泛的统计模型.对它的拟合,主要包括了对参数的最小二乘估计,以及对自变元的选择估计.本文的目的在于,综述近十余年在此领域中的重要研究成果,其中也包括介绍某些主要结论的证明方法.
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Consistence of fitting general linear models |
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| An Hongzhi. Consistence of fitting general linear models[J]. Journal of Huaibei Coal Industry Teachers College(Natural Science edition), 1989, 0(3) |
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| Authors: | An Hongzhi |
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| Abstract: | We consider a kind of general linear models which includes regression models, autoregressive models and their mixing models. Least squares estimation of parameters, selection of variables by AIC criteria will be used to fit a general linear model. In this paper we will introduce some important results of fitting general linear models. These results were obtained in the last ten years. |
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| Keywords: | general linear model regression model autoregressive model least squares estimate AIC criteria allmost sure convergence convergent rate. |
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