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第 7 章 最小二乘估计的改进

第 7 章 最小二乘估计的改进. §7.1 多重共线性的判别. §7.2 岭估计. K 的选择. 岭迹的作用：. §7.3 主成分估计. K 的几种取法：. SAS 中计算相关系数矩阵. proc corr 选项； 选语句： var 变量名表； with 变量名表 ; … 选项除 data=… 外，还有 pearson 缺省项 计算两两相关系数 cov 样本协方差矩阵 outp=… 存放样本相关系数矩阵数据.

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第 7 章 最小二乘估计的改进

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  1. 第7章 最小二乘估计的改进

  2. §7.1 多重共线性的判别

  3. §7.2 岭估计

  4. K的选择

  5. 岭迹的作用：

  6. §7.3 主成分估计

  7. K的几种取法：

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