多重共线性

the combination of principal component analysis and factor analysis can cotribute successfully to the discovery and handling of collinearity.

在大型多元回归分析中用上述方法进行多重共线性的诊断和处理是可行的。

Lasso regression is one of the popular methods of dealing with Collinearity.

Lasso回归是目前处理多重共线性的主要方法之一，相对于其他方法，更容易产生稀疏解，在参数估计的同时实现变量选择，因而可以用来解决检验中的多重共线性问题，以提高检验的效率。

Objective It is very difficult to discover and handle the collinearity in multiple regression.We try to find a way to deal with it in the case-control study of risk factors in lung cancer.

目的 结合肺癌危险因素研究中变量的筛选过程，探讨在涉及较多自变量的大型多元回归分析中，变量间多重共线性的诊断和处理方法。

Peguin ＆ Terasvirta（1999） made a general extension based on the Taylor expansion, which was applied to the test of nonlinear causality, and they dealt with the problem of collinearity by means of drawing principal components.

Peguin和Terasvirta（1999）进行了基于泰勒展式的一般性扩展，应用于非线性因果关系检验，并采用提取主成分的方法解决其中的多重共线性问题。

In many methods, PLS is a useful method for dealing with the collinearities.This paper discusses and researches the method of PLS, and mainly does following several aspects.First, the harm of the collinearity in the regression model is discussed, and several methods of dealing the collinearity are introduced.

本文对偏最小二乘法进行了探讨和研究，主要做了以下几方面的工作：第一，本文提出了多重共线性问题，讨论了共线性在回归建模中引起的危害，并介绍了处理多重共线性的几种常用方法。

The book covers such topics as the problem of collinearity in multiple regression, dealing with outlying and influential data, non-normality of errors, non-constant error variance and the problems and opportunities presented by discrete data.

本书内容涵盖了在多重共线性回归问题等议题，与外围和有影响的数据，非错误，非正常常数误差方差的问题和离散数据处理带来的机遇。

And the author also gave us a example, the method is a new method to lower the dimensions of data.

该方法是不同于主成分分析法的一种新的降维方法，它能有效地减小多重共线性问题带来的影响，尤其在处理数据多重相关性突出的武器费用数据时，该方法有着良好的效果，最后，作者用一个实用算例证明了其有效性和可行性。

Severe multicollinearity means the variance of the estimated parameter will be very large.

严重的多重共线性意味着被估计参数的方差将非常大。

It uses t-Test and Granger Causality Test to solve the problems of multicollinearity and spurious regression, so the whole model is convictive.

3实证分析部分采用岭回归和Granger因果关系检验的计量方法，有效地克服了时间序列多元线性回归模型中经常出现的多重共线性和伪回归现象，模型整体具有较强的说服力。

At last, the research test the logistic regression model with sample dada. The results are as the following:(1)Based on the time series dada, the financial early-warning model contains more crucial information reflecting the dada characters, so it can avoid the obvious logic problem in the other analysis such as single section dada and multi-section dada analysis. The test result indicate that the new model have a more accuracy than others.(2) the research adopt the global principal component analysis to settle the problem of multiple collinearity, so the model would be more normative and precise.(3)the early-warning model uses the backward method to regress, so it gets a terser model of only five variables, but it still has a precise forecasting ability.

通过本文研究说明：（1）建立以时序数据为基础的财务危机预警模型，提高了样本中重要财务趋势特征的信息含量，从而克服了国内外单截面及多重截面分析中普遍存在的明显逻辑问题，检验结果表明，利用时序数据建立的logistic财务危机判别模型较截面数据基础模型的判别准确率要高；（2）采用全局主成份分析方法解决了模型中因子间的多重共线性问题，这一处理使logistic回归方法应用的规范度和严谨度得到明显改善；（3）我们采用向后逐步回归的办法进行回归，使模型大大得到了简化，其中只包含五个自变量，但是它的整体预测准确性却仍然比较高，使模型更具有实用性。

This one mode pays close attention to network credence foundation of the businessman very much.

这一模式非常关注商人的网络信用基础。

Cell morphology of bacterial ghost of Pasteurella multocida was observed by scanning electron microscopy and inactivation ratio was estimated by CFU analysi.

扫描电镜观察多杀性巴氏杆菌细菌幽灵和菌落形成单位评价遗传灭活率。