稳健回归分析

Robust regression analysis

本文目的是介绍稳健回归分析的概念、作用以及用软件实现计算的方法。先介绍有关的基本概念,再介绍基本原理,最后通过两个实例并基于SAS软件演示如何实施此分析方法。结果表明:(1)此法不能解决资料中存在多重共线性问题带来的坏影响;(2)此法能够很好地解决资料中存在异常点的回归分析问题。

The purpose of this paper was to introduce the concepts and functions and the calculation methods by using the statistical software of the robust regression analysis.Firstly,the basic concepts of the regression analysis was introduced.Secondly,the basic principle of the regression analysis was given.Finally,the robust regression analysis was demonstrated through two examples by using the SAS software.The following two distinct conclusions could be drawn:①The method mentioned above could not solve the problem of the regression analysis of the data with the multiple collinearity.②The method mentioned above could perfectly solve the problem of the regression analysis when there are some outliers in the data.