| 逐步回归分析的拓展 |
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| 引用本文： | 张华嘉,舒元.逐步回归分析的拓展[J].中山大学学报(自然科学版),1998,37(5):11-14. |
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| 作者姓名： | 张华嘉 舒元 |
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| 作者单位： | 中山大学岭南学院 |
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| 摘 要： | 给出一种方法，在逐步回归后，使每一前进（后退）步为一单元步，用Ｆ检验来判别这单元步的去留，使回归式子比逐步回归纳入更多的解析变量，同时能减低向后消元法产生多重共线性的可能性．
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| 关 键 词： | 逐步回归，单元步，多重共线性，F检验 |
Extension of Stepwise Regression |
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| Zhang Huajia,Shu Yuan.Extension of Stepwise Regression[J].Acta Scientiarum Naturalium Universitatis Sunyatseni,1998,37(5):11-14. |
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| Authors: | Zhang Huajia Shu Yuan |
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| Institution: | Zhang Huajia Shu Yuan |
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| Abstract: | A method is proposed to incorporate more independent variables into the regression than the stepwise regression does, and to reduce the possibility of multi collinearity caused by backward regression .Each forward (backward) step following the stepwise regression is a unit step and F test is used to judge whether this unit step is remained. |
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| Keywords: | stepwise regression unit step multi collinearity F test |
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