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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

廣義壓縮最小平方估計在主成份迴歸上的應用

莫文博 Unknown Date (has links)
Mansfield,Webster, and Gunst(1977)提出了結合主成份迴歸及類似於後退刪除法(backward elimination)的變數刪除理論,藉以減輕共線性對建立迴歸模型時所造成的影響。但該變數刪除理論無法有效控制係數估計的變異,使得係數估計的精確度大打折扣。 本文將王力群(1990)廣義壓縮最小平方估計(generalized shrunken least squares estimator)的概念和Mansfield et al.(1977)變數刪除的理論整合起來,提出了一個刪除變數的修正法。該修正法在變數刪除上的表現雖較為穩健保守,但卻能減輕共線性所造成的影響,並有效壓縮係數估計的變異。

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