摘要
广义性模型包括了回归、自回归及其混合型的线性模型,是一种比较广泛的统计模型.对它的拟合,主要包括了对参数的最小二乘估计,以及对自变元的选择估计.本文的目的在于,综述近十余年在此领域中的重要研究成果,其中也包括介绍某些主要结论的证明方法.
We consider a kind of general linear models which includes regression models, autoregressive models and their mixing models. Least squares estimation of parameters, selection of variables by AIC criteria will be used to fit a general linear model. In this paper we will introduce some important results of fitting general linear models. These results were obtained in the last ten years.
出处
《淮北煤师院学报（自然科学版）》
1989年第3期40-53,共14页
Journal of Huaibei Teachers College(Natural Sciences Edition)
关键词
广义线性模型
最小二乘法
有限样本
general linear model
regression model
autoregressive model
least squares estimate
AIC criteria
allmost sure convergence convergent rate.
