Transcription of Stepwise (ステップワイズ) 法に ... - datachemeng.com
1 Stepwise ( ) ( ) 0 Stepwise ( ) ( ) 1 Stepwise (forward Stepwise ) (backward Stepwise ) (forward-backward Stepwise ) (backward-forward Stepwise ) 2 ( ) 1 3 ( ) 1/2 Mallows's Cp 422pSSECnmS= +n m: S2.
2 Y(i) i yEST(i) i ()2( )( )EST1niiiSSEyy== ( ) 2/2 (Akaike s Information Criterion, AIC) Bayesian Information Criterion (BIC) 5( )loglogSSEBIC mnmm =+ log2 SSEAICmm =+ ( ) RMSECV Root Mean Squared Error MAECV Mean Absolute Error (MAE) 6()2( )( )CVEST1niiiCVyyRMSEn= = yCVEST(i) i ( )( )CVEST1niiiCVyyMAEn= = ( ) 1 7 ( ) 8 ( ) 1 1 or 9
