在解释变量相互关联的过度指定回归模型中平滑回归系数

Smoothing Regression Coefficients in an Overspecified Regression Model with Interrelated Explanatory Variables

Journal of the Royal Statistical Society. Series C: Applied Statistics · 1995
被引 10
ABS 3

中文导读

本文提出一种在解释变量高度相关的过度指定回归模型中平滑回归系数的方法，帮助研究者处理多重共线性问题，适用于横截面数据回归分析。

Abstract

D. A. Elston, M. F. Proe, Smoothing Regression Coefficients in an Overspecified Regression Model with Interrelated Explanatory Variables, Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 44, No. 3 (1995), pp. 395-406

回归分析计量经济学应用统计回归诊断
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