Gamma回归模型中岭估计的几种改进岭参数  

Several Modified Ridge Parameters of Ridge Estimation in Gamma Regression Model

作　　者：左卫兵 钱莉 ZUO Weibing;QIAN Li(College of Mathematics and Statistics,North China University of Water Resources and Electric Power,Zhengzhou 450046,China)

机构地区：[1]华北水利水电大学数学与统计学院

出　　处：《河南教育学院学报（自然科学版）》2019年第2期1-6,共6页Journal of Henan Institute of Education(Natural Science Edition)

基　　金：河南省基础与前沿技术研究计划(152300410112)

摘　　要：针对Gamma回归模型的复共线性问题,基于HOERL和KENNARD等人的工作,提出了岭估计的几种新的岭参数.在最小均方误差的准则下,采用蒙特卡罗模拟法验证了岭估计和所提出的岭参数的优良性.On the problem of multicollinearity in gamma regression model, several new ridge parameters of ridge estimation are proposed based on the work of HOERL and KENNARD, et al. Under the criterion of minimum mean square error, Monte Carlo simulation is used to verify the superiority of ridge estimation and the proposed ridge parameters.

关 键 词：Gamma回归模型 岭估计 岭参数 均方误差 

分 类 号：O212.1[理学—概率论与数理统计]