stepwise算法

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原始的交叉矩阵的q行q列进行sweep变换:
原始的交叉矩阵的q行q列进行sweep变换
可以看到sweep之后,原本叉乘矩阵的位置变成了它的逆矩阵,而第一行residueSS向量的第0个元素表示的是RSSq,剩下的表示的是系数。
如果我们想将q个变量扩充成q+1个变量,可以参考下图:
sweep变换
首先将Z分解为两部分: Z=Z1+Z2 ,
Z1=(I−H)Z,Z2=HZ
其中Z1表示新加变量 Z的垂直于 s

MATLAB算法实战应用案例精讲-【回归算法】逐步式回归(Stepwise Regression)(附MATLAB、Java、Python和R语言代码) 回归分析是一种预测建模技术的方法,研究因变量(目标)和自变量(预测器)之前的关系。这一技术被用在预测、时间序列模型和寻找变量之间因果关系。例如研究驾驶员鲁莽驾驶与交通事故发生频率之间的关系,就可以通过回归分析来解决。逐步回归,是通过逐步将自变量输入模型,如果模型具统计学意义,并将其纳入在回归模型中。同时移出不具有统计学意义的变量。最终得到一个自动拟合的回归模型。其本质上还是线性回归。 阅读详情

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