承压水漏斗中心最低水位的岭回归

Forecast Infundibulum Center Lowest Water Level with Ridge Regression

针对最小二乘回归方法,回归系数的显著性F检验,如果F>临界值,则线性回归显著,但当多元回归模型的设计矩阵存在近似线性相关(称为复共线),即—XTX|≈0.这时这一判别标准不具备普遍意义。本文结合实例对设计矩阵出现复共线关系进行岭回归。

F （verification） is a important method to scale markedness of least-squares. If F〉boundary value, regression will be obvious. But when there is near-linear dependency（multicollinearity） in design matrix of multi-variate regression, ｜X^TX｜≈0,This discrimination is not available. Writer want to linear regress matrix of near-linear dependency by ridge regression.