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Latent Root Regression: Large Sample Analysis

 

作者: J.W. White,   R.F. Gunst,  

 

期刊: Technometrics  (Taylor Available online 1979)
卷期: Volume 21, issue 4  

页码: 481-488

 

ISSN:0040-1706

 

年代: 1979

 

DOI:10.1080/00401706.1979.10489818

 

出版商: Taylor & Francis Group

 

关键词: Multicollinearity;Least squares;Biased estimation

 

数据来源: Taylor

 

摘要:

Large sample properties of statistics used in latent root regression analysis are investigated by examining the matrix of correlations among the predictor and response variables as the sample size becomes infinite. The latent roots and latent vectors of the asymptotic correlation matrix are derived for specific model configurations of interest. From the study of the asymptotic latent roots and latent vectors, a new statistic is proposed for use in detecting nonpredictive multicollinearities.

 

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