离散型应变量的回归诊断和离散回归法

THE REGRESSION DIAGNOSIS FOR THE DEPENDENT VARIABLE OF DISCRETE TYPE AND THE METHOD OF DISCR-ETE REGRESSION

  • 摘要: 本文从大量天气预报实例的普查结果,归纳了离散型应变量的回归残差分布模式。回归诊断表明模式的单向性是由一些高杠杆点引起。对这些高杠杆点的进一步分析可以看到,它们的残差存在着统计预报意义上的不合理性,不合理性又造成回归系数LS估计的误差。针对这些问题,本文提出了离散回归法。

     

    Abstract: In this paper, the distribution model of the regression residue of discrete dependent variables is obtained by general survey of a vast amount of the examples of the weather predictions. The regression diagnosis shows that unidirectional characteristic of the model is caused by some high leverage cases. In the sense of statistical forecasting, the residues of these high leverage cases have no rationality, and the errors of least square (LS) estimation of the regression coefficient are occured. Therefore, the method of discrete regression is proposed in this paper. The results show that the method of discrete regression is superior to general zegression method by mathematical proving and the calculation of the examples.

     

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