河池学院学报
河池學院學報
하지학원학보
JOURNAL OF HECHI UNIVERSITY
2011年
5期
28-32
,共5页
复共线性%LS估计%主成分估计
複共線性%LS估計%主成分估計
복공선성%LS고계%주성분고계
multicollinearity%LS estimation%principal components estimate
论述了复共线性对LS估计的影响,复共线性存在时主成分估计比LS估计有较小均方误差.通过实例说明利用主成分估计对LS估计改进的方法与步骤.
論述瞭複共線性對LS估計的影響,複共線性存在時主成分估計比LS估計有較小均方誤差.通過實例說明利用主成分估計對LS估計改進的方法與步驟.
논술료복공선성대LS고계적영향,복공선성존재시주성분고계비LS고계유교소균방오차.통과실례설명이용주성분고계대LS고계개진적방법여보취.
This paper discusses the influence of multicollinearity on the LS estimate.When multicollinearity exists,comparing the LS estimate with the principal component estimate,there is a smaller mean square error.And then some examples are given to demonstrate the methods and steps by which the principal component estimate is used to improve the LS estimation.
