基于OLS下三个拟合优度指标的分析

Study on Three Kinds of Measurement for Goodness of Fit Based on OLS

介绍了线性回归模型的参数估计及相关问题,提出了3个拟合优度指标:非中心化拟合优度指标、中心化拟合优度指标和调整的中心化拟合优度指标,给出并证明了它们各自的特点,得出结论:调整的中心化拟合优度指标是最佳的指标。

Through introducing the parameters estimator and other related issues of linear regression model,three kinds of measures of goodenss of fit,that is the measure of uncentered version,centered version and the adjusted centered version are constructed.Then the properties of these measures are analyzed and proofed,concluding that the measure of adjusted centered version is the best one.