多元异方差回归分析

传统的回归分析要求方差相符，但实际问题中却经常遇到的方差不相等的情况。本文提出一种适用于方不相同情况的多元异方差回归分析方法，可以通过散点试验测定高置信度，高可靠度的性能曲线和曲面，与已往方法相比，既可节省大量试件，又具有高的精度。

MULTIVARIATE REGRESSION ANALYSIS OF DIFFERENT VARIANCES

A basic assumption of the traditional regression analysis is that the variances or standard deviationsof dependent variables should be constant.But experimental data indicate that the variances or standard deviationsare mostly linear functions of independent variables in engineering,The constant variance regression analysis is in- applicable to these cases.A multivariate regression analysis of different variances is presented in this paper.Thestatistical design of engineering experiments and analysis of results can satisfactorily be done,and population per-centiles and percentages can be forecasted,controlled and tested by the method.The confidence limits of populationpercentiles and percentages obtained by it are closer to the percentiles and percentages than those by other methods,and fewer specimens are required.