## 留言板

 引用本文: 王惠文, 王劼, 黄海军等 . 主成分回归的建模策略研究[J]. 北京航空航天大学学报, 2008, 34(06): 661-664.
Wang Huiwen, Wang Jie, Huang Haijunet al. Modeling strategy of principle component regression[J]. Journal of Beijing University of Aeronautics and Astronautics, 2008, 34(06): 661-664. (in Chinese)
 Citation: Wang Huiwen, Wang Jie, Huang Haijunet al. Modeling strategy of principle component regression[J]. Journal of Beijing University of Aeronautics and Astronautics, 2008, 34(06): 661-664. (in Chinese)

## 主成分回归的建模策略研究

###### 作者简介:王惠文(1957-),女,辽宁大连人,教授,wanghw@vip.sina.com.
• 中图分类号: C 931.1

## Modeling strategy of principle component regression

• 摘要: 分析了国际上通用的主成分回归的工作原理和失效原因.在此基础上,提出一种新的主成分回归建模策略:①提取所有主成分建立模型;②删除模型中t检验不显著的成分;③用t检验显著的成分建立最终需要的模型.由于任一主成分的回归系数和t检验值以及与其余主成分无关.因此,当采用向后删除变量法时,如果有多个成分t检验不显著,则可以将它们同时删除,而无须逐个删除.采用仿真案例对所提出的方法的合理性进行验证.这种新的建模策略可以有效地提取对因变量有较强解释作用的成分,实现在自变量多重相关条件下的回归建模,并且允许在模型中包含所有的原始变量.此外,该方法的成分筛选过程简便,累计计算误差小于偏最小二乘回归等迭代算法.

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##### 出版历程
• 收稿日期:  2007-05-15
• 网络出版日期:  2008-06-30

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