| 一类出口量模型的实证分析 |
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| 引用本文： | 郭静雯.一类出口量模型的实证分析[J].广州大学学报(自然科学版),2007,6(4):19-22. |
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| 作者姓名： | 郭静雯 |
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| 作者单位： | 广州大学,数学与信息科学学院,广东,广州,510006 |
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| 摘 要： | 以中国出口量线性回归模型为例,对多重共线性问题进行着重分析.建模过程基于OLS估计,构造统计量,进行多角度的统计检验并修正.最终实证表明:多重共线性是一个程度的问题而不仅仅"是否"存在的问题,尽管模型中存在多重共线性,会引起参数估计值方差的增大,但模型仍然具有较好的预测作用.
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| 关 键 词： | 多重共线性 出口量模型 预测 检验 |
| 文章编号： | 1671-4229（2007）04-0019-04 |
| 修稿时间： | 2006-11-232006-12-18 |
The positivist research for one class of output model |
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| GUO Jing-wen.The positivist research for one class of output model[J].Journal og Guangzhou University:Natural Science Edition,2007,6(4):19-22. |
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| Authors: | GUO Jing-wen |
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| Institution: | School of Mathematics and Information Sciences, Guangzhou University, Guangzhou 510006, China |
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| Abstract: | Illustrated by the linear regressive model for Chinese output,we have the analysis of Multicollinearity.Based on the OLS estimation,we construct statistics to go through statistical tests comprehensively and modification.The demonstration shows that it should be a problem more about "extent" than "existence".The model is still effective in forecast though it might be accompanied with the increase of parametric estimation's variance. |
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| Keywords: | Multicollinearity output model forecast test |
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