逐步回归 stepwise matlab,stepwise 逐步回归的基本思想是将变量逐个引入模型 联合开发网 - pudn.com...

stepwise

所属分类：matlab例程

开发工具：matlab

文件大小：9KB

下载次数：14

上传日期：2018-02-06 11:34:48

上 传 者：0yu0

说明：  逐步回归的基本思想是将变量逐个引入模型，每引入一个解释变量后都要进行F检验，并对已经选入的解释变量逐个进行t检验，当原来引入的解释变量由于后面解释变量的引入变得不再显著时，则将其删除。以确保每次引入新的变量之前回归方程中只包含显著性变量。这是一个反复的过程，直到既没有显著的解释变量选入回归方程，也没有不显著的解释变量从回归方程中剔除为止。以保证最后所得到的解释变量集是最优的。本文件结合实例利用MATLAB实现逐步回归的过程。

(The basic idea of gradual regression is to introduce the variables one by one into the model. Each time an explanatory variable is introduced, the F-test must be carried out. The explanatory variables that have been selected must be t-checked one by one. When the original explanatory variable is introduced due to the following explanatory variables When it is no longer significant, delete it. To ensure that only the significant variables are included in the regression equation before each new variable is introduced. This is an iterative process until neither significant explanatory variables are included in the regression equation nor are insignificant explanatory variables excluded from the regression equation. In order to ensure that the final set of explanatory variables is optimal. This document combined with examples using MATLAB to achieve gradual regression process.)

文件列表：[举报垃圾]

week10_eg9_data.xlsx, 10709 , 2017-11-07

week11_eg10_1.m, 8466 , 2017-11-21

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