{"id":1183,"date":"2023-07-27T09:18:03","date_gmt":"2023-07-27T09:18:03","guid":{"rendered":"https:\/\/statorials.org\/cn\/%e9%98%b6%e6%ae%b5%e6%80%a7%e9%80%89%e6%8b%94\/"},"modified":"2023-07-27T09:18:03","modified_gmt":"2023-07-27T09:18:03","slug":"%e9%98%b6%e6%ae%b5%e6%80%a7%e9%80%89%e6%8b%94","status":"publish","type":"post","link":"https:\/\/statorials.org\/cn\/%e9%98%b6%e6%ae%b5%e6%80%a7%e9%80%89%e6%8b%94\/","title":{"rendered":"\u4ec0\u4e48\u662f\u9636\u6bb5\u6027\u9009\u62d4\uff1f \uff08\u89e3\u91ca\u548c\u793a\u4f8b\uff09"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\">\u5728\u673a\u5668\u5b66\u4e60\u9886\u57df\uff0c\u6211\u4eec\u7684\u76ee\u6807\u662f\u521b\u5efa\u4e00\u4e2a\u6a21\u578b\uff0c\u53ef\u4ee5\u6709\u6548\u5730\u4f7f\u7528\u4e00\u7ec4\u9884\u6d4b\u53d8\u91cf\u6765\u9884\u6d4b<a href=\"https:\/\/statorials.org\/cn\/\u53d8\u91cf\u89e3\u91ca\u6027\u53cd\u5e94\/\" target=\"_blank\" rel=\"noopener noreferrer\">\u54cd\u5e94\u53d8\u91cf<\/a>\u7684\u503c\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u7ed9\u5b9a\u4e00\u7ec4<em>p<\/em>\u4e2a\u603b\u9884\u6d4b\u53d8\u91cf\uff0c\u6211\u4eec\u53ef\u4ee5\u6784\u5efa\u8bb8\u591a\u6a21\u578b\u3002<\/span><span style=\"color: #000000;\">\u6211\u4eec\u53ef\u4ee5\u7528\u6765\u9009\u62e9\u6700\u4f73\u6a21\u578b\u7684\u4e00\u79cd\u65b9\u6cd5\u79f0\u4e3a<a href=\"https:\/\/statorials.org\/cn\/\u5b50\u96c6\u7684\u6700\u4f73\u9009\u62e9\/\" target=\"_blank\" rel=\"noopener noreferrer\">\u6700\u4f73\u5b50\u96c6\u9009\u62e9<\/a>\uff0c\u5b83\u5c1d\u8bd5\u4ece\u53ef\u4ee5\u4f7f\u7528\u9884\u6d4b\u53d8\u91cf\u96c6\u6784\u5efa\u7684<em>\u6240\u6709<\/em>\u53ef\u80fd\u6a21\u578b\u4e2d\u9009\u62e9\u6700\u4f73\u6a21\u578b\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u4e0d\u5e78\u7684\u662f\uff0c\u8fd9\u79cd\u65b9\u6cd5\u6709\u4e24\u4e2a\u7f3a\u70b9\uff1a<\/span><\/p>\n<ul>\n<li><span style=\"color: #000000;\">\u8fd9\u53ef\u80fd\u9700\u8981\u5927\u91cf\u8ba1\u7b97\u3002\u5bf9\u4e8e\u4e00\u7ec4<em>p<\/em>\u4e2a\u9884\u6d4b\u53d8\u91cf\uff0c\u6709 2 <sup>p<\/sup>\u4e2a\u53ef\u80fd\u7684\u6a21\u578b\u3002\u4f8b\u5982\uff0c\u5982\u679c\u6709 10 \u4e2a\u9884\u6d4b\u53d8\u91cf\uff0c\u5219\u6709 2 <sup>10<\/sup> = 1000 \u4e2a\u53ef\u80fd\u7684\u6a21\u578b\u9700\u8981\u8003\u8651\u3002<\/span><\/li>\n<li><span style=\"color: #000000;\">\u56e0\u4e3a\u5b83\u8003\u8651\u4e86\u5927\u91cf\u7684\u6a21\u578b\uff0c\u6240\u4ee5\u5b83\u53ef\u80fd\u4f1a\u627e\u5230\u4e00\u4e2a\u5728\u8bad\u7ec3\u6570\u636e\u4e0a\u8868\u73b0\u826f\u597d\u4f46\u5728\u672a\u6765\u6570\u636e\u4e0a\u8868\u73b0\u4e0d\u4f73\u7684\u6a21\u578b\u3002\u8fd9\u53ef\u80fd\u4f1a\u5bfc\u81f4<a href=\"https:\/\/statorials.org\/cn\/\u673a\u5668\u5b66\u4e60\u8fc7\u5ea6\u62df\u5408\/\" target=\"_blank\" rel=\"noopener noreferrer\">\u8fc7\u5ea6\u62df\u5408<\/a>\u3002<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\">\u9009\u62e9\u6700\u4f73\u5b50\u96c6\u7684\u53e6\u4e00\u79cd\u65b9\u6cd5\u79f0\u4e3a<strong>\u9010\u6b65\u9009\u62e9<\/strong>\uff0c\u5b83\u4f1a\u6bd4\u8f83\u8f83\u5c0f\u7684\u6a21\u578b\u96c6\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u6b65\u9009\u62e9\u65b9\u6cd5\u6709\u4e24\u79cd\uff1a\u524d\u5411\u6b65\u9009\u62e9\u548c\u540e\u5411\u6b65\u9009\u62e9\u3002<\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u4e00\u6b65\u6b65\u5411\u524d\u9009\u62e9<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">\u9010\u6b65\u524d\u5411\u9009\u62e9\u7684\u5de5\u4f5c\u539f\u7406\u5982\u4e0b\uff1a<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>1.<\/strong>\u8bbe M <sub>0<\/sub>\u4e3a\u7a7a\u6a21\u578b\uff0c\u4e0d\u5305\u542b\u9884\u6d4b\u53d8\u91cf\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>2.<\/strong>\u5bf9\u4e8e k = 0, 2, \u2026 p-1\uff1a<\/span><\/p>\n<ul>\n<li><span style=\"color: #000000;\">\u4f7f\u7528\u989d\u5916\u7684\u9884\u6d4b\u53d8\u91cf\u6765\u62df\u5408\u6240\u6709\u589e\u52a0 M <sub>k<\/sub>\u4e2d\u7684\u9884\u6d4b\u53d8\u91cf\u7684 pk \u6a21\u578b\u3002<\/span><\/li>\n<li><span style=\"color: #000000;\">\u4ece\u8fd9\u4e9b pk \u6a21\u578b\u4e2d\u9009\u62e9\u6700\u597d\u7684\u4e00\u4e2a\uff0c\u5e76\u5c06\u5176\u79f0\u4e3a M <sub>k+1<\/sub> \u3002\u5c06\u201c\u6700\u4f73\u201d\u5b9a\u4e49\u4e3a\u5177\u6709\u6700\u9ad8 R <sup>2<\/sup>\u6216\u540c\u7b49\u5730\u6700\u4f4e RSS \u7684\u6a21\u578b\u3002<\/span><\/li>\n<\/ul>\n<p> <span style=\"color: #000000;\"><strong>3.<\/strong>\u4f7f\u7528\u4ea4\u53c9\u9a8c\u8bc1\u9884\u6d4b\u8bef\u5dee\u3001Cp\u3001BIC\u3001AIC \u6216\u8c03\u6574\u540e\u7684 R <sup>2<\/sup>\u4ece M <sub>0<\/sub> \u2026 M <sub>p<\/sub>\u4e2d\u9009\u62e9\u5355\u4e2a\u6700\u4f73\u6a21\u578b\u3002<\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u9010\u6b65\u5411\u540e\u9009\u62e9<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">\u540e\u9000\u6b65\u9aa4\u9009\u62e9\u7684\u5de5\u4f5c\u539f\u7406\u5982\u4e0b\uff1a<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>1.<\/strong>\u4ee4 M <sub>p<\/sub>\u4e3a\u5b8c\u6574\u6a21\u578b\uff0c\u5176\u4e2d\u5305\u542b\u6240\u6709<em>p<\/em>\u4e2a\u9884\u6d4b\u53d8\u91cf\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>2.<\/strong>\u5bf9\u4e8e k = p, p-1, \u2026 1\uff1a<\/span><\/p>\n<ul>\n<li><span style=\"color: #000000;\">\u62df\u5408<sub>Mk<\/sub>\u4e2d\u5305\u542b\u9664\u4e00\u4e2a\u9884\u6d4b\u53d8\u91cf\u4e4b\u5916\u7684\u6240\u6709\u9884\u6d4b\u53d8\u91cf\u7684\u6240\u6709 k \u4e2a\u6a21\u578b\uff0c\u603b\u5171 k-1 \u4e2a\u9884\u6d4b\u53d8\u91cf\u3002<\/span><\/li>\n<li><span style=\"color: #000000;\">\u4ece\u8fd9 k \u4e2a\u6a21\u578b\u4e2d\u9009\u62e9\u6700\u597d\u7684\u4e00\u4e2a\uff0c\u5e76\u5c06\u5176\u79f0\u4e3a M <sub>k-1<\/sub> \u3002\u5c06\u201c\u6700\u4f73\u201d\u5b9a\u4e49\u4e3a\u5177\u6709\u6700\u9ad8 R <sup>2<\/sup>\u6216\u540c\u7b49\u5730\u6700\u4f4e RSS \u7684\u6a21\u578b\u3002<\/span><\/li>\n<\/ul>\n<p> <span style=\"color: #000000;\"><strong>3.<\/strong>\u4f7f\u7528\u4ea4\u53c9\u9a8c\u8bc1\u9884\u6d4b\u8bef\u5dee\u3001Cp\u3001BIC\u3001AIC \u6216\u8c03\u6574\u540e\u7684 R <sup>2<\/sup>\u4ece M <sub>0<\/sub> \u2026 M <sub>p<\/sub>\u4e2d\u9009\u62e9\u5355\u4e2a\u6700\u4f73\u6a21\u578b\u3002<\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u9009\u62e9\u201c\u6700\u4f73\u201d\u6a21\u578b\u7684\u6807\u51c6<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">\u9010\u6b65\u5411\u524d\u548c\u5411\u540e\u9009\u62e9\u7684\u6700\u540e\u4e00\u6b65\u662f\u9009\u62e9\u5177\u6709\u6700\u4f4e\u9884\u6d4b\u8bef\u5dee\u3001\u6700\u4f4eCp\u3001\u6700\u4f4eBIC\u3001\u6700\u9ad8AIC low \u6216\u6700\u9ad8\u8c03\u6574R <sup>2<\/sup>\u7684\u6a21\u578b\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u4ee5\u4e0b\u662f\u7528\u4e8e\u8ba1\u7b97\u6bcf\u4e2a\u6307\u6807\u7684\u516c\u5f0f\uff1a<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>Cp\uff1a<\/strong> (RSS+2d\u03c3\u0302) \/ n<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>AIC\uff1a<\/strong> (RSS+2d\u03c3\u0302 <sup>2<\/sup> ) \/ (n\u03c3\u0302 <sup>2<\/sup> )<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>BIC:<\/strong> (RSS+log(n)d\u03c3\u0302 <sup>2<\/sup> ) \/ n<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>R <sup>2<\/sup>\u8c03\u6574\uff1a<\/strong> 1 \u2013 ( (RSS \/ (nd-1)) \/ (TSS \/ (n-1)) )<\/span><\/p>\n<p><span style=\"color: #000000;\">\u91d1\u5b50\uff1a<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><strong>d\uff1a<\/strong>\u9884\u6d4b\u53d8\u91cf\u7684\u6570\u91cf<\/span><\/li>\n<li><span style=\"color: #000000;\"><strong>n\uff1a<\/strong>\u89c2\u5bdf\u603b\u6570<\/span><\/li>\n<li><span style=\"color: #000000;\"><strong>\u03c3\u0302\uff1a<\/strong>\u4e0e\u56de\u5f52\u6a21\u578b\u4e2d\u6bcf\u4e2a\u54cd\u5e94\u5ea6\u91cf\u76f8\u5173\u7684\u8bef\u5dee\u65b9\u5dee\u7684\u4f30\u8ba1<\/span><\/li>\n<li><span style=\"color: #000000;\"><strong>RSS\uff1a<\/strong>\u56de\u5f52\u6a21\u578b\u7684\u6b8b\u5dee\u5e73\u65b9\u548c<\/span><\/li>\n<li><span style=\"color: #000000;\"><strong>TSS\uff1a<\/strong>\u56de\u5f52\u6a21\u578b\u7684\u603b\u5e73\u65b9\u548c<\/span><\/li>\n<\/ul>\n<h3><span style=\"color: #000000;\"><strong>\u9636\u6bb5\u6027\u9009\u62e9\u7684\u4f18\u7f3a\u70b9<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">\u9636\u6bb5\u6027\u9009\u62e9\u5177\u6709\u4ee5\u4e0b<strong>\u4f18\u70b9<\/strong>\uff1a<\/span><\/p>\n<p><span style=\"color: #000000;\">\u8be5\u65b9\u6cd5\u6bd4\u9009\u62e9\u6700\u4f73\u5b50\u96c6\u7684\u8ba1\u7b97\u6548\u7387\u66f4\u9ad8\u3002\u7ed9\u5b9a<em>p \u4e2a<\/em>\u9884\u6d4b\u53d8\u91cf\uff0c\u6700\u4f73\u5b50\u96c6\u7684\u9009\u62e9\u5fc5\u987b\u5bf9\u5e94\u4e8e 2 <sup>p<\/sup>\u4e2a\u6a21\u578b\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u76f8\u53cd\uff0c\u9010\u6b65\u9009\u62e9\u5e94\u8be5\u53ea\u9002\u5408 1+p(p+ 1)\/2 \u6a21\u578b\u3002\u5bf9\u4e8e p = 10 \u4e2a\u9884\u6d4b\u53d8\u91cf\uff0c\u6700\u4f73\u5b50\u96c6\u9009\u62e9\u5e94\u9002\u5408 1,000 \u4e2a\u6a21\u578b\uff0c\u800c\u9010\u6b65\u9009\u62e9\u5e94\u4ec5\u9002\u5408 56 \u4e2a\u6a21\u578b\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u7136\u800c\uff0c\u9636\u6bb5\u6027\u9009\u62e9\u6709<strong>\u4ee5\u4e0b\u6f5c\u5728\u7f3a\u70b9\uff1a<\/strong><\/span><\/p>\n<p><span style=\"color: #000000;\">\u4e0d\u80fd\u4fdd\u8bc1\u5728\u6240\u6709\u6f5c\u5728<sup>2p<\/sup>\u6a21\u578b\u4e2d\u627e\u5230\u6700\u597d\u7684\u6a21\u578b\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u4f8b\u5982\uff0c\u5047\u8bbe\u6211\u4eec\u6709\u4e00\u4e2a\u5305\u542b p = 3 \u4e2a\u9884\u6d4b\u53d8\u91cf\u7684\u6570\u636e\u96c6\u3002\u6700\u4f73\u53ef\u80fd\u7684\u5355\u9884\u6d4b\u5668\u6a21\u578b\u53ef\u80fd\u5305\u542b x <sub>1<\/sub> \uff0c\u800c\u6700\u4f73\u53ef\u80fd\u7684\u53cc\u9884\u6d4b\u5668\u6a21\u578b\u53ef\u80fd\u5305\u542b x <sub>1<\/sub>\u548c x <sub>2<\/sub> \u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u5728\u8fd9\u79cd\u60c5\u51b5\u4e0b\uff0c\u524d\u5411\u9010\u6b65\u9009\u62e9\u5c06\u65e0\u6cd5\u9009\u62e9\u6700\u4f73\u7684\u53cc\u9884\u6d4b\u6a21\u578b\uff0c\u56e0\u4e3a M <sub>1<\/sub>\u5c06\u5305\u542b x <sub>1<\/sub> \uff0c\u56e0\u6b64 M <sub>2<\/sub>\u4e5f\u5fc5\u987b\u5305\u542b x <sub>1<\/sub>\u4ee5\u53ca\u53e6\u4e00\u4e2a\u53d8\u91cf\u3002<\/span><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u5728\u673a\u5668\u5b66\u4e60\u9886\u57df\uff0c\u6211\u4eec\u7684\u76ee\u6807\u662f\u521b\u5efa\u4e00\u4e2a\u6a21\u578b\uff0c\u53ef\u4ee5\u6709\u6548\u5730\u4f7f\u7528\u4e00\u7ec4\u9884\u6d4b\u53d8\u91cf\u6765\u9884\u6d4b\u54cd\u5e94\u53d8\u91cf\u7684\u503c\u3002 \u7ed9\u5b9a\u4e00\u7ec4p\u4e2a\u603b\u9884\u6d4b\u53d8 [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[11],"tags":[],"class_list":["post-1183","post","type-post","status-publish","format-standard","hentry","category-11"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.5 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>\u4ec0\u4e48\u662f\u9636\u6bb5\u6027\u9009\u62d4\uff1f 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