| 基于LINGO的最小一乘线性回归的参数估计 |
| |
| 引用本文： | 王文峰.基于LINGO的最小一乘线性回归的参数估计[J].贵州财经学院学报,2006(6):106-108. |
| |
| 作者姓名： | 王文峰 |
| |
| 作者单位： | 贵州财经学院,数学与统计学院,贵州,贵阳,550004 |
| |
| 基金项目： | 贵州财经学院校科研和教改项目 |
| |
| 摘 要： | 采用最小二乘法进行回归分析,容易受到奇异点的影响;最小一乘法虽能很好地克服这一缺陷,但又存在计算困难.利用LINGO软件能够快速、准确地估计出最小一乘线性回归的参数,从而使其成为一种有效的参数估计方法.
|
| 关 键 词： | 最小一乘法 最小二乘法 奇异点 线性规划 LINGO |
| 文章编号： | 1003-6636（2006）06-0106-03 |
| 收稿时间： | 2006-09-12 |
| 修稿时间： | 2006年9月12日 |
A LINGO-based Coefficient Estimation of Linear Least Absolute Deviations Regression |
| |
| WANG Wen-feng.A LINGO-based Coefficient Estimation of Linear Least Absolute Deviations Regression[J].Journal of Guizhou College of Finance and Economics,2006(6):106-108. |
| |
| Authors: | WANG Wen-feng |
| |
| Institution: | School of Mathematics and Statistics, Guizhou College of Finance and Economics, Guiyang, Guizhou 550004, China |
| |
| Abstract: | Least squares regression is vulnerable to singular point; least absolute deviations can overcome this shortcoming but difficult in calculation. By using LINGO software, coefficients can be estimated for linear least absolute deviations regression quickly and accurately, making it an effective approach to coefficient estimation. |
| |
| Keywords: | least absolute deviations least squares singular point LINGO |
| 本文献已被 维普 万方数据 等数据库收录！ |
