河南理工大学学报：自然科学版2011，Vol.30Issue(6)：749-752,4.
回归系数的部分岭估计
Partial ridge estimate of regression coefficients
李明奇 1吴旭1
作者信息
- 1. 河南理工大学数学与信息科学学院,河南焦作454000
- 折叠
摘要
Abstract
To improve the least squares estimate of regression coefficients in linear regression model which has the problem of the multicollinearity.We take advantage of the methods used in the ordinary ridge estimate,and give the partial ridge estimate of the regression coefficients.In the sense of mean squared errors,there exist ridge parameter,make the partial ridge estimate better than the least squares estimate.Because we only change the eigenvalues which are very close to zero in the partial ridge estimate,the determinant of the ridge parameter in the partial ridge estimate is easier than that in the ordinary ridge estimate and in the generalized ridge estimate and more precise.关键词
线性回归模型/复共线性/最小二乘估计/部分岭估计/均方误差Key words
linear regression model/multicolinearity/least squares estimate/partial ridge estimate/mean squared errors分类
数理科学引用本文复制引用
李明奇,吴旭..回归系数的部分岭估计[J].河南理工大学学报：自然科学版,2011,30(6):749-752,4.
