线性回归模型参数稳定性检验方法的对比分析

COMPARATIVE ANALYSIS OF STABILITY TEST METHODS FOR LINEAR REGRESSION MODEL PARAMETERS

在线性回归模型参数稳定性的综合评析基础上,通过建立参数非稳定的线性回归模型,来检验各参数稳定性检验方法的有效性,为参数稳定性检验方法的选择和使用建立了可靠的操作性依据。

Based on a comprehensive assessment for parameters stability test of linear regression model, we propose the non-stable model to examine the effectiveness of the methods of parameter stability test. Furthermore, we also provide a reliable operational basis for the selection and use of parameter stability test methods.