中文核心期刊
CSCD来源期刊
中国科技核心期刊
RCCSE中国核心学术期刊

Journal of Chongqing Jiaotong University(Natural Science) ›› 1988, Vol. 7 ›› Issue (3): 109-115.

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Generalized Principal Components Regression in the Gauss-Markov Models with Multi-collinearity

Yang Hu   

  • Received:1987-12-01 Online:1988-06-20 Published:2016-11-08

Gauss-Markov模型存在复共线性时的一般主成分回归

杨虎   

Abstract: In this paper we detail the multi-collinearity and principal components in the Gauss-Markov models, and propose a generalized principal components regression estimate which unifies the results in[3] and[13].

摘要: 本文介绍了Gauss-Markov模型的复共线性和参数的主成分估计并给出了它的一般形式把[3][13]的结果统一在一个有偏估计类——一般主成分估计类之中。