| 回归模型中异性方差问题的克服 |
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| 作者单位： | 湖南商学院!湖南长沙410205 |
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| 摘 要： | 提出了回归分析中异性方差的检验和对估计结果带来的影响以及消除其异方差性的两种方法：对原模型进行变换和加权最小二乘法．
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| 关 键 词： | 回归模型 最小二乘法 异方差 随机误差 |
Overcome Singular Variance in Return Model |
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| Yan Yin. Overcome Singular Variance in Return Model[J]. Journal of Hunan University of Arts and Science:Social Science Edition, 1999, 0(3) |
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| Authors: | Yan Yin |
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| Abstract: | The article presents two methods in retum analysis resulting from changing original modal and weighted least squares: (i) singular Varuance brings about effects on estimative results; (ii)How to eleminaten its difference. |
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| Keywords: | Return model Least squares Singular variance Error at random |
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