并以此为基础,衍生出工具变量回归模型,在剔除了解释变量多重共线性的影响后,验证了结果的准确性。
Further, on this basis we derived an instrumental variable regression model. After disregarding the effect of multicollinearity among the explanatory variables, we verify the accuracy of the results.
同时,考虑到特质波动率和相关性这两个因素和一些影响市场收益率的因素相关,不加任何处理就引入定价模型,可能导致自变量之间的多重共线性。
At the same time, considering these two factors correlated with other factors that influence market return, there may be co-linearity in our regression equations if we ignore this phenomena.
第五章探讨了建摸中变量选择的影响分析,刻划了数据、复共线性关系和模型错定对自变量选择的影响。
In Chapter 5 I inquire into the influence analysis of variable selections in modeling through data , multicollinearity andmodel mis-specification.
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