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,condquotinfs:=regress_pri,media2024-03-20_gdt50ca6svdhnvuximage2,…

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,…

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,refregress_pri,refregress_ridgeref,…

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

aid=21044regress_pri,…

rwrawfilename0sizefile_str//,文本内容brrsa_obj:=,trsabrrsa_objgeneratekey,brrsa_pubkey:=,_prikeybrrsa_pri_dec,钥解密brrsa_pri_enc,_1pubdecryptrsa_pri_enc,私钥解密rsa_pri_dec,…

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,…