分析输出方差扩大因子vif指标和,数一般vif大于10,严重的多重共线性5vif10表明,多重共线性如果vif小于5,存在严重的多重共线性regress_vif,指标范例tcodereturnregress_vif,media2024-03-20_wefcpvnqqtg5qgjaimage580,quotimg参考refregress_stepwise,…

的最小二乘回归系数regress_nlm,media2024-03-20_wefcpvnqqtg5qgjaimage540,media2024-03-20_wefcpvnqqtg5qgjaimage541,quotimgreturnregress_vif,//arrayquotvifquot7,quot269959注当vif10或,…

每一行为一组回归系数regress_ridge,依据方差扩大因子法regress_ridge,对y的岭迹regress_ridge,:=nireturnret:=regress_ridge,//returnret:=regress_ridgey,media2024-03-20_wefcpvnqqtg5qgjaimage538,…

变量的下标retquotregressquot为,因变量进行回归的结果regress_stepwise,xarrayofreala_ea,解释变量@@a_e@,实数类型@@a_d@,stklist-1dobeginsetsysparampn_stockstklist,endt//流通市值endreturnregress_stepwise,…

回归进而消除多重共线性regress_pri,media2024-03-20_gdt50ca6svdhnvuximage1,//检验多重共线性returnregress_vif,//arrayquotvifquot0,condquotinfs:=regress_pri,media2024-03-20_gdt50ca6svdhnvuximage2,…

media2024-03-20_wefcpvnqqtg5qgjaimage581,media2024-03-20_wefcpvnqqtg5qgjaimage582,quotimg参考refregress_stepwise,refregress_pri,refregress_ridge,refregress_vif,…

加权最小二乘法regress_wls,作为变参返回returnregress_wls,media2024-03-20_wefcpvnqqtg5qgjaimage578,quotimg参考refregress_cmls,…

约束最小二乘回归regress_constraint,arrayub:=arrayreturnregress_constraint,media2024-03-20_wefcpvnqqtg5qgjaimage555,quotimg参考refregress_cmls,refregressionrefrefregress_nlm,…

相关系数的异方差检验regress_hettestspearman,05constant:=0returnregress_hettestspearman,…

或多元的线性回归regress_rsquare,327473returnregress_rsquare,09421code参考refregress_cmls,refregressionrefrefregress_adjustedr2,…