| 回归系数LS估计的改进 |
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| 引用本文： | 赵丽棉,黄基廷.回归系数LS估计的改进[J].河池师专学报,2011(5):28-32. |
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| 作者姓名： | 赵丽棉 黄基廷 |
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| 作者单位： | 河池学院数学系,广西宜州546300 |
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| 基金项目： | 国家自然科学基金资助项目（A011103）; 新世纪广西高等教育教改工程资助项目（2011JGA098）; 广西自然科学基金资助项目（200991265） |
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| 摘 要： | 论述了复共线性对LS估计的影响,复共线性存在时主成分估计比LS估计有较小均方误差.通过实例说明利用主成分估计对LS估计改进的方法与步骤.
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| 关 键 词： | 复共线性 LS估计 主成分估计 |
Improvement of LS Estimation in Regression Coefficients |
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| ZHAO Li-mian,HUANG Ji-ting.Improvement of LS Estimation in Regression Coefficients[J].Journal of Hechi Normal College,2011(5):28-32. |
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| Authors: | ZHAO Li-mian HUANG Ji-ting |
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| Institution: | (Department of Mathematics,Hechi University,Yizhou,Guangxi 546300,China) |
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| Abstract: | This paper discusses the influence of multicollinearity on the LS estimate.When multicollinearity exists,comparing the LS estimate with the principal component estimate,there is a smaller mean square error.And then some examples are given to demonstrate the methods and steps by which the principal component estimate is used to improve the LS estimation. |
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| Keywords: | multicollinearity LS estimation principal components estimate |
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