线性模型中自变量相对重要性估计-东南大学学报医学版

线性模型中自变量相对重要性估计

单位：南京铁道医学院,公共卫生学院,江苏,南京,210009

分类号：R195.1

出版年·卷·期（页码）：2000·19·第二期（100-102）

摘要：

目的:在多元线性模型中,估计各自变量的相对重要性.方法:应用可解释方差比例的思想和平均序列的方法估计各自变量的相对重要性.结果:自变量不同影响序列下,多维协变量中各自变量所解释的方差比例不同.结论:ρ2可以作为评估已知序列自变量相对重要性的指标.对于未知序列各自变量相对重要性的估计,可应用平均的思想求其平均序列的ρ2,来作为衡量自变量重要性的指标.

Objective The work was designed to estimate the relative importance of each variable in multiple linear model.Method The idea of the proportion of explained variance was applied and the real data were analyzed in linear model.Result The proportion of variance explained by each independent variable was different in various ordering.Conclusion The index ρ ?2 can be used to estimate the relative importance of the independent variable in a known ordering.However when an independent variable does not have a relevant ordering,it is necessary to rescue the idea by averaging relative importance over all orderings of the independent variable.

参考文献：

[1] Sander G, James J S, Michael H C. The fallacy of employing standardized regression coefficients and correlations as measures of effect, 1986(2)
[2] Wen S W, Kramer M S. Etiologic fraction analysis for continuously distributed outcome variables and empirical analogy with dichotomized outcome variables. 1995(2). doi:10.1093/ije/24.2.457
[3] Kruskal W. Relative importance by averaging over ordering. 1987(1). doi:10.2307/2684310
[4] Morrison D F. Applied linear statistical methods, 1983
[5] 金丕焕. 医用统计方法, 1993
[6] 郭祖超. 医用数理统计方法, 1988

服务与反馈：

【文章下载】【发表评论】【查看评论】【加入收藏】

提示：您还未登录，请登录！点此登录