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Selection of the Linear Regression Model According to the Parameter Estimation 被引量:29

Selection of the Linear Regression Model According to the Parameter Estimation
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摘要 In this paper, based on the theory of parameter estimation, we give a selection method and, in a sense of a good character of the parameter estimation, we think that it is very reasonable. Moreover, we offer a calculation method of selection statistic and an applied example. In this paper, based on the theory of parameter estimation, we give a selection method and, in a sense of a good character of the parameter estimation, we think that it is very reasonable. Moreover, we offer a calculation method of selection statistic and an applied example.
出处 《Wuhan University Journal of Natural Sciences》 EI CAS 2000年第4期400-405,共6页 武汉大学学报(自然科学英文版)
基金 Supported by the Natural Science Foundation of Anhui Education Committee
关键词 parameter estimation linear regression model selection criterion mean square error Key words parameter estimation linear regression model selection criterion mean square error
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参考文献4

  • 1Schwarz G.Estimating the Dimension of a Model[].The Annals of Statistics.1987
  • 2Zhang Yao-ting,Fang Kai-tai.Introduction to Multivariate Statistical Analysis[]..1997
  • 3Wang Song-gui.Theory and Applications of Linear Model[]..1987
  • 4Chen Xi-ru,Wang Song-gui.Modern Regression Analysis[]..1987

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