| 线性回归模型自变量选择准则的比较分析 |
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| 引用本文： | 黄荣坦.线性回归模型自变量选择准则的比较分析[J].厦门大学学报(自然科学版),1992,31(6):591-594. |
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| 作者姓名： | 黄荣坦 |
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| 作者单位： | 厦门大学数学系 |
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| 摘 要： | 将一些自变量过择准则用一种统一的形式表示,并依此得到这些准则所选出的自变量个数的顺序关系,从这些关系推出所给出的广义K-L差异度准则能选取较少的自变量,同时也指出广义K-L差异度准则具有利用数据本身选择惩罚因子的优点。
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| 关 键 词： | 线性回归模型 自变量 回归分析 |
Compared Analysis of Criteria of Variable Selection in Linear Regression Model |
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| Huang Rongtan.Compared Analysis of Criteria of Variable Selection in Linear Regression Model[J].Journal of Xiamen University(Natural Science),1992,31(6):591-594. |
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| Authors: | Huang Rongtan |
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| Institution: | Dept. of Math. |
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| Abstract: | In this article, the relation among some criterias of variable selection in linear regression model is estabished. By this relation,the gtneralzed K-L criterion which may select less vari-abes than some other criteria is introduced. Some aevantages of the generalized K-L criterion are also presented. |
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| Keywords: | Linear regression model Variable selection Factor of penalty Generalized K-L crierion |
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