线性回归模型中自变无选择的逐步回归方法及其相合性研究

STUDY THE METHOD OF THE STEPWISE REGRESSION AND ITS CONSISTENCY ON SELECTION SELF-VARIABLE IN LINEAR REGRESSION MODEL

线性回归模型的建立 ,一个很重要的过程就是自变元的选择 ,它直接决定着模型的优劣。本文给出了“宜取回归方程”的逐步回归方法 ,在一组适当的条件下 ,证明了这种方法的强相合性。

Independent variable of selection decides directly the advantage and disadvantage of the model which is the very important process of the establishment of the linear regression model. The paper gives the method of stepwise regression of “the regression equation of appropriate selection” and proves its strong cansistency in a group of suitable conditions.