基于参数估计线性回归模型选择的研究

Study of Selection of Linear Regression Model According to the Parameter Estimation

关于线性回归模型选择 ,[1 ]中介绍了许多方法 ,他们均基于残差平方和下建立的选择准则 .本文试基于参数估计的理论给出一种方法 ,从参数估计的优良性质上来说 ,我们认为是合理的 .同时给出了计算方法及应用实例 .

About the selection of linear regression model, in , many methods are given, but they are all established under the selection criterions of the residual sum of squares. In this paper, based on the theory of parameter estimation, we give a selection method. In a meaning 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.