| 基于部分压缩的主成份回归估计 |
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| 引用本文： | 张小勇,罗建书.基于部分压缩的主成份回归估计[J].导弹与航天运载技术,2005(3):43-45. |
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| 作者姓名： | 张小勇 罗建书 |
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| 作者单位： | 国防科技大学数学与系统科学系,长沙,410073;国防科技大学数学与系统科学系,长沙,410073 |
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| 摘 要： | 在制导工具的系统误差的分离中,主成份估计得到了大量的应用.针对主成份估计进行改进,提出把主成份估计的后p-r个主成份不是取消,而是进行一个非均匀的压缩估计.可以证明,改进之后得到的估计在MSE和SSE的意义下均优于主成份估计,从而在预报性能和参数估计的准确度上都得到优良的结果.
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| 关 键 词： | 复共线性 有偏回归 容许估计 部分压缩 |
| 文章编号： | 1004-7182(2005)03-0043-03 |
| 修稿时间： | 2003年3月10日 |
Principal Component Regression Estimation Based on Partial Shrinkage |
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| Zhang Xiaoyong,Luo Jianshu.Principal Component Regression Estimation Based on Partial Shrinkage[J].Missiles and Space Vehicles,2005(3):43-45. |
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| Authors: | Zhang Xiaoyong Luo Jianshu |
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| Abstract: | We have made heavy use of principal components regression estimation from a large number of highly correlated predictors in the system error separation of guidance facility. Usually the last p-r principal component is discarded, but in this paper we develop a new estimation based on partial shrinkage. The new estimation provide smaller MSE and SSE than principal component esitimation,so it can be looked upon as a good method for both predicting (or control) and the accurate estimation of predicting a response variable. |
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| Keywords: | Multicollinearity Biased regression Admissible estimation Partial shrinkage |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
