摘要
模型的选优问题，是统计推断中最重要的问题之一，随机影响为正态分布的回归模型，用ＡＩＣ准则可以进行很好地识别．针对这一问题，讨论了最大熵原理、最小ＡＩＣ准则和最大似然函数的关系，列举了几种典型的回归模型。
The problem of model fitting is one of the most important ones in statistical inference. Regression models in which random influence is normal distribution can be discriminated easily by AIC criterion. This paper discusses the entropy maximization principle, the least AIC criterion and the maximum likelihood function, lists some representative regression models, points out some problems which we must pay attention to in the procedure of model fitting.
出处
《大连海事大学学报》
CAS
CSCD
1999年第3期104-107,共4页
Journal of Dalian Maritime University
关键词
回归模型
AIC准则
优化识别
regression model
AIC criterion
optimum recognition
