多元线性回归参数的估计

Estimation of Parameters in Multiple Linear Regression

多元线性回归是研究变量与变量之间的关系常用的统计方法.运用普通最小二乘估计、最大似然估计及矩估计的方法,分别系统推导多元线性回归参数的点估计,进一步探讨了回归参数的区间估计.

Multiple linear regression is a commonly used statistical method for studying the relationship between variables.In this paper,the point estimation of multivariate linear regression parameters is systematically derived by using the methods of ordinary least squares estimation,maximum likelihood estimation and moment estimation,and the interval estimation of regression parameters is further discussed.