| 引用本文： |
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周婉枝,陈宇丹.基于Cp统计量的自变量选择原则[J].广西科学,1995,2(4):17-18,68. [点击复制]
- Zhou Wanzi,Chen Yudan.The Independent Variable Selection Rule Based on the Cp Statistics[J].Guangxi Sciences,1995,2(4):17-18,68. [点击复制]
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| 摘要: |
| 对回归模型y=β0+β1x1+…+βtxt(其中y是q×1随机向量,βi为q×1维参数向量),提出在q ≥ 1的情况下,基于Cp统计量的自变量的选择原则:选择自变量是子集P,使其相对应的Cp值满足条件Cp ≤ γa(t,n-t-1,q). |
| 关键词: 选择原则 Cp统计量 置信椭球 |
| DOI： |
| 投稿时间：1995-06-23 |
| 基金项目: |
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| The Independent Variable Selection Rule Based on the Cp Statistics |
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Zhou Wanzi1, Chen Yudan2
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| (1.Dept. of Math. & Inf's Soi. Guangxi University, 10 Xixiangtang Road, Nanning, Guangxi, 530004;2.Basics Dept, Guangxi Medical University, 6 Binhu Road, Nanning, 530021) |
| Abstract: |
| For the regression model y=β0+β1x1+…+βtx1, where y is q×1 random vector and βi is q×1 parameter vecter, the independent variable selection rule based on the Cp statistics under the condition of q ≥ 1:The selection of the independent variable subset P can be done through the calculation of Cp corresponding to P, which satisfied Cp ≤ γα(t,n-t-1,q). |
| Key words: selection rule Cp statistics confidence ellipsoid |
