摘要
本文通过例子介绍多元线性回归中自变量共线性的诊断以及使用 SAS/SATA( 6.12 )软件中的 REG等过程的增强功能处理回归变量共线性的一些方法。包括筛选变量法 ,岭回归分析法 。
In the paper,we introduced the diagnosis of collinearity of independent variables in multiple linear regression and discussed how to use the enhancements of the REG procedure in SAS/STAT(6.12)to deal with the collinearity problem.Methods including selection of variables,ridge regression,principal component regression,and partial least squares rlgrlssion were introduced.
出处
《数理统计与管理》
CSSCI
北大核心
2000年第5期49-55,共7页
Journal of Applied Statistics and Management
关键词
SAS/STAT
共线性
筛选变量
岭回归
主成分回归
regression
collinearity
selection variables
ridge regression
principal component regression
partial least squares regression
