{"id":709,"date":"2023-12-22T12:16:10","date_gmt":"2023-12-22T04:16:10","guid":{"rendered":"https:\/\/www.anyourmc.com\/?p=709"},"modified":"2023-12-22T12:16:10","modified_gmt":"2023-12-22T04:16:10","slug":"article12","status":"publish","type":"post","link":"https:\/\/www.anyourmc.com\/index.php\/2023\/12\/22\/article12\/","title":{"rendered":"\u5982\u4f55\u8bc4\u4ef7\u6a21\u578b\u662f\u597d\u8fd8\u662f\u574f—\u4ea4\u53c9\u9a8c\u8bc1\u601d\u8def"},"content":{"rendered":"\n

\u5f53\u4f60\u5efa\u7acb\u4e86\u4e00\u4e2a\u6a21\u578b\u540e\uff0c\u80af\u5b9a\u60f3\u77e5\u9053\u8fd9\u4e2a\u6a21\u578b\u662f\u597d\u8fd8\u662f\u574f\uff0c\u5c31\u50cf\u4f60\u5b8c\u6210\u4e86\u4e00\u9879\u5de5\u4f5c\uff0c\u4e5f\u9700\u8981\u8bc4\u4ef7\u4f60\u7684\u5de5\u4f5c\u5b8c\u6210\u5f97\u597d\u4e0d\u597d\u3002\u524d\u9762\u6211\u4eec\u4ecb\u7ecd\u4e86\u4e00\u7cfb\u5217\u8bc4\u4ef7\u6a21\u578b\u4f18\u52a3\u7684\u6307\u6807\u5982AIC\u3001BIC\u3001MSE \u7b49\u3002\u4f46\u8fd9\u4e9b\u6307\u6807\u4e00\u822c\u662f\u5bf9\u6570\u636e\u81ea\u8eab\u7684\u8bc4\u4ef7\uff0c\u4e5f\u5c31\u662f\u8bf4\uff0c\u4f60\u7528\u4e00\u4efd\u6837\u672c\u6570\u636e\u5efa\u7acb\u4e86\u6a21\u578b\uff0c\u7136\u540e\u5c06\u6a21\u578b\u56de\u4ee3\u5230\u8be5\u6837\u672c\u6570\u636e\uff0c\u518d\u6765\u9a8c\u8bc1\u8be5\u6a21\u578b\u7684\u6709\u6548\u6027\u3002\u5728\u8fd9\u79cd\u60c5\u51b5\u4e0b\uff0c\u901a\u5e38\u9a8c\u8bc1\u6548\u679c\u4f1a\u6bd4\u8f83\u597d\uff0c\u4f46\u8fd9\u672a\u5fc5\u771f\u7684\u8bf4\u660e\u8be5\u6a21\u578b\u6709\u6548\u3002<\/p>\n\n\n\n

\u6253\u4e2a\u6bd4\u65b9\uff0c\u4f60\u6839\u636e\u81ea\u5df1\u7684\u5bb6\u5ead\u5e03\u5c40\u53d1\u660e\u4e86\u4e00\u4e2a\u626b\u5730\u673a\u5668\u4eba\uff0c\u5b83\u53ef\u4ee5\u628a\u4f60\u5bb6\u7684\u6bcf\u4e2a\u89d2\u843d\u90fd\u6253\u626b\u5f97\u5e72\u5e72\u51c0\u51c0\u3002\u770b\u8d77\u6765\u4e0d\u9519\uff0c\u4f46\u662f\u6709\u4e00\u4e2a\u95ee\u9898\uff0c\u5982\u679c\u628a\u5b83\u653e\u5230\u522b\u4eba\u7684\u5bb6\u4e2d\u90a3\u4e48\u7531\u4e8e\u5bb6\u5ead\u5e03\u5c40\u4e0d\u540c\uff0c\u5b83\u7684\u6253\u626b\u6548\u679c\u5c31\u5f88\u4e00\u822c\u4e86\u3002\u4e5f\u5c31\u662f\u8bf4\uff0c\u4f60\u662f\u6839\u636e\u81ea\u5df1\u7684\u5bb6\u5ead\u5e03\u5c40\u53d1\u660e\u7684\uff0c\u5b83\u53ea\u9002\u5408\u4f60\u7684\u5bb6\u5ead\u5e03\u5c40\uff0c\u4f46\u5374\u5e76\u975e\u9002\u5408\u6240\u6709\u7684\u5bb6\u5ead\u5e03\u5c40\u3002\u6240\u4ee5\uff0c\u8fd9\u7b97\u4e0d\u4e0a\u4e00\u4e2a\u597d\u7684\u673a\u5668\u4eba\uff0c\u4e00\u4e2a\u597d\u7684\u673a\u5668\u4eba\u5e94\u8be5\u5728\u6240\u6709\u7684\u73af\u5883\u4e0b\u90fd\u80fd\u53d1\u6325\u4f5c\u7528\u3002<\/p>\n\n\n\n

\u4ece\u4e13\u4e1a\u4e0a\u6765\u8bb2\uff0c\u8fd9\u5c31\u662f\u4e00\u4e2a\u504f\u5dee\u4e00\u65b9\u5dee\u6743\u8861\u540c\u9898\u3001\u4f60\u7684\u626b\u5730\u673a\u5668\u4eba\u5bf9\u81ea\u5df1\u5bb6\u7684\u6253\u626b\u6548\u679c\u975e\u5e38\u597d\uff08\u598299%\uff09\u8bf4\u660e\u504f\u5dee\u975e\u5e38\u4f4e\uff0c\u4f46\u662f\u653e\u5230\u522b\u4eba\u7684\u5bb6\u4e2d\u6253\u626b\u6548\u679c\u5f88\u5730\u822c\uff08\u598260%\uff09\uff0c\u8bf4\u660e\u65b9\u5dee\u5f88\u5927\uff08\u56e0\u4e3a\u4e0d\u540c\u5bb6\u5ead\u7684\u6253\u626b\u6548\u679c\u5dee\u522b\u5f88\u5927\uff09\u3002\u53ea\u8ffd\u6c42\u504f\u5dee\u800c\u5ffd\u7565\u65b9\u5dee\uff0c\u8bf4\u660e\u63a8\u5e7f\u6027\u4e0d\u5f3a\uff0c\u5982\u679c\u53cd\u8fc7\u6765\uff0c\u6709\u4e00\u4e2a\u626b\u5730\u673a\u5668\u4eba\u5728\u6bcf\u4e00\u5bb6\u7684\u6253\u626b\u6548\u679c\u90fd\u4e0d\u7b97\u975e\u5e38\u597d\uff0c\u4f46\u90fd\u6bd4\u8f83\u7a33\u5b9a(\u5982\u5728\u6bcf\u4e00\u5bb6\u90fd\u4e3a 80%\u5de6\u53f3)\uff0c\u5219\u8bf4\u660e\u5b83\u7684\u65b9\u5dee\u5f88\u5c0f\uff0c\u4f46\u504f\u5dee\u76f8\u5bf9\u8f83\u5927(\u56e0\u4e3a\u6bcf\u4e00\u5bb6\u7684\u6253\u626b\u6548\u679c\u90fd\u4e0d\u7b97\u592a\u597d)\u3002<\/p>\n\n\n\n

\u540c\u6837\u7684\u9053\u7406\uff0c\u5982\u679c\u4f60\u5efa\u7acb\u4e86\u4e00\u4e2a\u6a21\u578b\uff0c\u600e\u6837\u624d\u80fd\u8bf4\u660e\u5b83\u7684\u597d\u574f? \u53ea\u662f\u56de\u4ee3\u6548\u679c\u597d (\u504f\u5dee\u5c0f)\u5e76\u4e0d\u610f\u5473\u7740\u771f\u7684\u6709\u6548\uff0c\u8fd8\u9700\u8981\u628a\u5b83\u7528\u4e8e\u65b0\u7684\u6570\u636e\u4e2d\u8fdb\u884c\u9a8c\u8bc1\u3002\u5982\u679c\u9a8c\u8bc1\u7684\u7ed3\u679c\u4ecd\u7136\u5f88\u597d(\u65b9\u5dee\u5c0f)\uff0c\u5c31\u8bf4\u660e\u6a21\u578b\u6709\u6548\u3002\u7136\u800c\uff0c\u8fd9\u4e00\u601d\u8def\u8bf4\u8d77\u6765\u7b80\u5355\uff0c\u505a\u8d77\u6765\u5c31\u6bd4\u8f83\u56f0\u96be\u4e86\u3002\u56e0\u4e3a\u5b9e\u9645\u4e2d\u7684\u6837\u672c\u6570\u636e\u901a\u5e38\u53ea\u8c03\u67e5\u6216\u6d4b\u91cf\u4e00\u6b21\uff0c\u5f88\u5c11\u8fdb\u884c\u91cd\u590d\u62bd\u6837\uff0c\u6240\u4ee5\u5f88\u96be\u5728\u65b0\u7684\u6570\u636e\u4e2d\u8fdb\u884c\u9a8c\u8bc1\u3002\u8bd5\u60f3:\u4f60\u8981\u7814\u7a76\u9ad8\u8840\u538b\u7684\u5371\u9669\u56e0\u7d20\uff0c\u8c03\u67e5\u4e86 2000 \u4eba\u5efa\u7acb\u6a21\u578b\uff0c\u4e00\u822c\u4e0d\u5927\u53ef\u80fd\u518d\u8c03\u67e5 1000 \u4eba\u6765\u9a8c\u8bc1\u8fd9\u4e00\u6a21\u578b\u3002<\/p>\n\n\n\n

\u4ea4\u53c9\u9a8c\u8bc1\u6cd5(Cross Validation\uff0cCV)\u6b63\u662f\u89e3\u51b3\u8fd9\u4e00\u95ee\u9898\u7684\u6280\u672f\uff0c\u5b83\u5148\u628an\u4f8b\u8c03\u67e5\u6570\u636e\u968f\u673a\u5206\u4e3ak\u4efd\uff0c\u4ee5\u5176\u4e2d\u7684k-1\u4efd\u6570\u636e\u4f5c\u4e3a\u8bad\u7ec3\u96c6 (Training Set)\uff0c\u5efa\u7acb\u6a21\u578b;\u7136\u540e\u4ee5\u5269\u4f59\u76841\u4efd\u6570\u636e\u4f5c\u4e3a\u9a8c\u8bc1\u96c6 (Validation Set)\uff0c\u9a8c\u8bc1\u6a21\u578b\u7684\u4f18\u52a3\u3002\u7ecf\u8fc7\u8fd9\u79cd\u65b9\u5f0f\u9a8c\u8bc1\u7684\u6548\u679c\u901a\u5e38\u66f4\u5177\u6709\u8bf4\u670d\u529b\uff0c\u56e0\u4e3a\u5efa\u7acb\u6a21\u578b\u7684\u6570\u636e\u548c\u9a8c\u8bc1\u6a21\u578b\u7684\u6570\u636e\u4e0d\u540c\u3002<\/p>\n\n\n\n

\u9a8c\u8bc1\u4e00\u4e2a\u6a21\u578b\u7684\u597d\u574f\uff0c\u4e25\u683c\u6765\u8bf4\u662f\u628a\u6570\u636e\u5206\u4e3a 3 \u4efd:\u8bad\u7ec3\u96c6\u7528\u6765\u5efa\u7acb\u6a21\u578b\uff0c\u9a8c\u8bc1\u96c6\u7528\u6765\u6bd4\u8f83\u6a21\u578b\u4f18\u52a3\u5e76\u7b5b\u9009\u6a21\u578b\uff0c\u8fd8\u6709\u4e00\u4e2a\u6d4b\u8bd5\u96c6 (Test Set)\u7528\u6765\u68c0\u9a8c\u6a21\u578b\u63a8\u5e7f\u7684\u80fd\u529b\u3002\u901a\u5e38\u6211\u4eec\u6240\u8bf4\u7684\u628a\u6570\u636e\u6309\u4e00\u5b9a\u6bd4\u4f8b(\u59827:3)\u5206\u4e3a\u4e24\u4efd\uff0c\u4e00\u4efd\u662f\u8bad\u7ec3\u96c6\uff0c\u4e00\u4efd\u5c31\u662f\u6d4b\u8bd5\u96c6\uff0c\u628a\u8bad\u7ec3\u96c6\u4e2d\u5efa\u7acb\u7684\u6a21\u578b\u5e94\u7528\u5230\u6d4b\u8bd5\u96c6\u4e2d\uff0c\u770b\u5176\u6548\u679c\u5982\u4f55\u3002\u800c\u5728\u4ea4\u53c9\u9a8c\u8bc1\u4e2d\u6211\u4eec\u901a\u5e38\u5728\u8bad\u7ec3\u96c6\u4e2d\u5efa\u6a21\uff0c\u7136\u540e\u5229\u7528\u9a8c\u8bc1\u96c6\u5bf9\u6a21\u578b\u8fdb\u884c\u8c03\u6574\u548c\u7b5b\u9009\u3002<\/p>\n\n\n\n

\u4ea4\u53c9\u9a8c\u8bc1\u6cd5\u53ef\u5e7f\u6cdb\u5e94\u7528\u4e8e\u5bf9\u5305\u62ec\u7ebf\u6027\u6a21\u578b\u5728\u5185\u7684\u5404\u79cd\u6a21\u578b\u7684\u8bc4\u4ef7\uff0c\u800c\u4e14\u53ef\u4ee5\u7528\u4e8e\u67d0\u4e9b\u53c2\u6570\u7684\u786e\u5b9a\u3001\u53d8\u91cf\u7684\u7b5b\u9009\u7b49\uff0c\u56e0\u4e3a\u5b83\u662f\u4e00\u79cd\u601d\u8def\uff0c\u800c\u4e0d\u662f\u4e00\u79cd\u56fa\u5b9a\u7684\u65b9\u6cd5\u3002\u540e\u9762\u6211\u4eec\u4f1a\u5728\u5176\u4ed6\u5185\u5bb9\u4e2d\u7ee7\u7eed\u7528\u5230\u8be5\u65b9\u6cd5\u3002\u4ea4\u53c9\u9a8c\u8bc1\u4e3b\u8981\u6709\u4ee5\u4e0b\u51e0\u79cd\u60c5\u5f62:<\/p>\n\n\n\n

(1)\u5f53k=n\u65f6\uff0c\u7b49\u540c\u4e8e\u628an \u4f8b\u6570\u636e\u5206\u4e3an\u4efd\uff0c\u4ee5\u5176\u4e2d\u7684n-1 \u4f8b\u4f5c\u4e3a\u8bad\u7ec3\u96c6\uff0c\u4ee5\u5269\u4e0b\u76841\u4f8b\u4f5c\u4e3a\u9a8c\u8bc1\u96c6\uff0c\u8fd9\u79cd\u65b9\u6cd5\u79f0\u4e3a\u7559\u4e00 (Leave One Out)\u4ea4\u53c9\u9a8c\u8bc1\u6cd5\u3002\u4f8b\u5982\uff0c\u7f16\u53f7\u4e3a1~100\u7684\u6570\u636e\uff0c\u5148\u4ee5\u7b2c 1~99 \u53f7\u6570\u636e\u4f5c\u4e3a\u8bad\u7ec3\u96c6\u5efa\u7acb\u6a21\u578b\uff0c\u5c06\u7b2c 100 \u53f7\u6570\u636e\u4ee3\u5165\u6a21\u578b\uff0c\u53ef\u8ba1\u7b97\u7b2c 100 \u53f7\u6570\u636e\u7684\u9884\u6d4b\u503c\u4e0e\u5b9e\u9645\u503c\u7684\u5dee\u5f02(\u5982MSE);\u7136\u540e\u4ee5\u7b2c1~98\u3001100\u53f7\u6570\u636e\u4f5c\u4e3a\u8bad\u7ec3\u96c6\u5efa\u7acb\u6a21\u578b\uff0c\u5c06\u7b2c 99 \u53f7\u6570\u636e\u4ee3\u5165\u6a21\u578b\uff0c\u8ba1\u7b97\u7b2c 99 \u53f7\u6570\u636e\u7684MSE;\u6309\u7740\u4ee5\u7b2c 1~97\u300199\u3001100 \u53f7\u6570\u636e\u4f5c\u4e3a\u8bad\u7ec3\u96c6\u5efa\u7acb\u6a21\u578b\uff0c\u5c06\u7b2c 98 \u53f7\u6570\u636e\u4ee3\u5165\u6a21\u578b\uff0c\u8ba1\u7b97\u7b2c98\u53f7\u6570\u636e\u7684MSE;\u00b7\u00b7\u00b7\u00b7\u201d\u3002\u8fd9\u6837\u91cd\u590d100 \u6b21\uff0c\u76f8\u5f53\u4e8e\u5efa\u7acb 100 \u4e2a\u6a21\u578b\uff0c\u53ef\u4ee5\u8ba1\u7b97 100\u4e2aMSE\uff0c\u7136\u540e\u5f97\u5230\u8fd9 100\u4e2aMSE\u7684\u5747\u503c\u3002<\/p>\n\n\n\n

(2)\u5f53k\u4e3a\u5176\u4ed6\u503c\u65f6\uff0c\u4e00\u822c\u79f0\u4e3ak\u6298 (k Folds) \u4ea4\u53c8\u9a8c\u8bc1\u6cd5\u3002\u5982\u5f53k=10\u65f6\uff0c\u76f8\u4e8e\u628a\u6570\u636e\u96c6\u5206\u4e3a 10 \u4efd\uff0c\u5148\u4ee5\u7b2c 1~9 \u4efd\u6570\u4f5c\u4e3a\u8bad\u7ec3\u96c6\u5efa\u7acb\u6a21\u578b\uff0c\u4ee5\u7b2c 10 \u4efd\u6570\u636e\u4f5c\u4e3a\u9a8c\u8bc1\u96c6\uff0c\u53ef\u4ee5\u89c2\u5bdf\u6a21\u578b\u7684 MSE: \u7136\u540e\u4ee5\u7b2c 1~8\u300110 \u4efd\u6570\u636e\u4f5c\u4e3a\u8bad\u7ec3\u96c6\uff0c\u4ee5\u7b2c9 \u4efd\u6570\u636e\u4f5c\u4e3a\u9a8c\u8bc1\u96c6\uff0c\u89c2\u5bdf\u6a21\u578b\u7684 MSE:\u00b7\u00b7…\u3002\u8fd9\u6837\u91cd\u590d 10\u6b21\uff0c\u6700\u7ec8\u4e5f\u53ef\u4ee5\u8ba1\u7b97\u51fa 10\u6b21MSE\u7684\u5747\u503c\u3002<\/p>\n\n\n\n

\u5b9e\u9645\u4e2d\u662f\u9009\u62e9\u7559\u4e00\u4ea4\u9a8c\u8bc1\u6cd5\u8fd8\u662fk \u6298\u4ea4\u53c9\u9a8c\u8bc1\u6cd5\u5462? \u8fd9\u4ecd\u9700\u8981\u8003\u8651\u5230\u504f\u5dee-\u65b9\u5dee\u6743\u8861\u95ee\u9898\u3002\u4e00\u822c\u800c\u8a00\uff0c\u968f\u7740K\u7684\u589e\u52a0\uff0c\u504f\u5dee\u4f1a\u53d8\u5c0f\uff0c\u4f46\u65b9\u5dee\u4f1a\u589e\u5927\u3002\u56e0\u6b64\uff0c\u7559\u4e00\u4ea4\u53c9\u9a8c\u8bc1\u6cd5\u4f30\u8ba1\u7684\u504f\u5dee\u8f83\u5c0f\uff0c\u56e0\u4e3a\u8bad\u7ec3\u96c6\u6bd4\u8f83\u5927\uff0c\u4f46\u540c\u65f6\u5e26\u6765\u65b9\u5dee\u7684\u589e\u5927\uff0c\u56e0\u4e3a\u6bcf\u6b21\u90fd\u7528\u5230N-1 \u4f8b\u6570\u636e\u62df\u5408\u6a21\u578b\uff0c\u8fd9\u4e9b\u7ed3\u679c\u4e4b\u95f4\u5fc5\u7136\u5b58\u5728\u9ad8\u5ea6\u76f8\u5173\u3002\u800c\u4e14\u5728\u6837\u672c\u91cf\u5f88\u5927\u65f6\uff0c\u7559\u4e00\u4ea4\u53c8\u9a8c\u8bc1\u6cd5\u7684\u8ba1\u7b97\u91cf\u592a\u5927\u3002Hastie \u7b49 (2001)\u63a8\u8350\u91c7\u7528 10 \u6298\u62165\u6298\u4ea4\u9a8c\u8bc1\u6cd5\u4f5c\u4e3a\u8f83\u597d\u7684\u6298\u4e2d\u3002<\/p>\n\n\n\n

\u4ee5\u751f\u6d3b\u4e2d\u7684\u6570\u636e\u4e3a\u4f8b\uff0c\u6211\u4eec\u66fe\u4ee5R^2(adj)\u4e3a\u6807\u51c6\u8fdb\u884c\u6700\u4f18\u5b50\u96c6\u9009\u62e9\uff0c\u7ed3\u679c\u53d1\u73b0age+course\u3001age+course+ht\u3001agetcourse+wt\u3001coursetwt\u3001agetcoursetht+wt \u8fd9 5 \u4e2a\u6a21\u578b\u4f3c\u4e4e\u5dee\u522b\u4e0d\u5927\u3002\u73b0\u5728\u6211\u4eec\u7528 10 \u6298\u4ea4\u53c9\u9a8c\u8bc1\u6cd5\u6765\u770b\u4e00\u4e0b\uff0c\u8fd95\u4e2a\u6a21\u578b\u5230\u5e95\u54ea\u4e2a\u6700\u597d\u3002<\/p>\n\n\n\n

\u8868 1\u5206\u522b\u7ed9\u51fa\u4e86\u6570\u636e\u56de\u4ee3\u548c\u4ea4\u53c9\u9a8c\u8bc1\u6cd5\u7ed9\u51fa\u7684MSE\u3002\u53ef\u4ee5\u770b\u51fa\uff0c\u56de\u4ee3\u7ed3\u679c\u4e0e\u4ee5R^2(adj)\u4e3a\u6807\u51c6\u7684\u9009\u62e9\u7ed3\u679c\u4e00\u81f4\uff0cR\u8d8a\u5927\u7684\u6a21\u578b\uff0c\u5176MSE\u8d8a\u5c0f\u3002\u4f46\u4ea4\u53c9\u9a8c\u8bc1\u7ed3\u679c\u5e76\u4e0d\u5b8c\u5168\u4e00\u81f4\uff0c\u5982 course+wt \u6a21\u578b\u4e0e coursetwt+age \u6a21\u578b\uff0c\u4ece\u56de\u4ee3\u7ed3\u679c\u6765\u770b\uff0c\u540e\u8005\u66f4\u597d(MSE\u66f4\u5c0f):\u4f46\u4ece\u4ea4\u53c9\u9a8c\u8bc1\u7ed3\u679c\u6765\u770b\uff0c\u5219\u524d\u8005\u66f4\u597d\u3002\u8fd9\u79cd\u60c5\u51b5\u5728\u5b9e\u9645\u4e2d\u5e76\u4e0d\u5c11\u89c1\uff0c\u5373\u591a\u4e2a\u53d8\u91cf\u7684\u56de\u4ee3\u6548\u679c\u8f83\u597d\uff0c\u4f46\u4ea4\u53c9\u9a8c\u8bc1\u6548\u679c\u672a\u5fc5\u66f4\u597d\u3002\u56e0\u4e3a\u53d8\u91cf\u8d8a\u591a\uff0c\u53ef\u80fd\u5176\u504f\u5dee\u8d8a\u5c0f\uff0c\u4f46\u65b9\u5dee\u53ef\u80fd\u4f1a\u968f\u4e4b\u589e\u5927\uff0c\u6240\u4ee5\u5728\u81ea\u8eab\u9a8c\u8bc1\u65f6\u4f1a\u663e\u5f97\u6548\u679c\u8f83\u597d\uff0c\u4f46\u65b0\u6570\u636e\u7684\u9a8c\u8bc1\u5219\u672a\u5fc5\u3002<\/p>\n\n\n\n

\"\"\/<\/figure>\n\n\n\n

\u4ece\u7ed3\u679c\u4e2d\u8fd8\u53ef\u4ee5\u770b\u51fa\u4e00\u4e2a\u7279\u70b9\uff0c\u5373\u4ea4\u53c9\u9a8c\u8bc1\u6cd5\u7684 MSE\u603b\u662f\u9ad8\u4e8e\u56de\u4ee3\u6cd5\u3002\u8fd9\u5f88\u5bb9\u6613\u7406\u89e3\uff0c\u5c06\u6a21\u578b\u7528\u4e8e\u81ea\u8eab\u6570\u636e\uff0c\u8bef\u5dee\u5fc5\u7136\u8f83\u5c0f: \u800c\u7528\u4e8e\u4e00\u4efd\u65b0\u7684\u6570\u636e\uff0c\u8bef\u5dee\u80af\u5b9a\u8f83\u5927\u3002<\/p>\n\n\n\n

\u4ea4\u53c9\u9a8c\u8bc1\u662f\u4e00\u79cd\u601d\u8def\uff0c\u5b9e\u73b0\u65b9\u5f0f\u6709\u5f88\u591a\u79cd\uff0c\u6211\u8fd9\u91cc\u7ed9\u51fasas\u7684\u5b8f\u7a0b\u5e8f\uff0c\u611f\u5174\u8da3\u7684\u8bfb\u8005\u53ef\u4ee5\u81ea\u53d6\u3002<\/p>\n\n\n\n

%Macro<\/strong> cv(seed=,data=,k=,Y=,var=,nvar=);<\/p>\n\n\n\n

\/*data \u6307\u5b9a\u6570\u636e,seed \u6307\u5b9a\u79cd\u5b50\u6570,k \u6307\u5b9a\u51e0\u6298\u4ea4\u53c9,y \u6307\u5b9a\u56e0\u53d8\u91cf,var \u6307\u5b9a\u81ea\u53d8\u91cf,nvar\u6307\u5b9a\u81ea\u53d8\u91cf\u7684\u6570\u76ee*\/<\/p>\n\n\n\n

data vd;<\/p>\n\n\n\n

set &data.;<\/p>\n\n\n\n

call streaminit(&seed.);<\/p>\n\n\n\n

ran=cei1(&k.*rand(“uniform”));<\/p>\n\n\n\n

run;<\/p>\n\n\n\n

%Do i = 1<\/strong> to &k:<\/p>\n\n\n\n

%DO:<\/p>\n\n\n\n

data train &i. valid &i.;<\/p>\n\n\n\n

set vd;<\/p>\n\n\n\n

if ran=&i. then output valid &i.;<\/p>\n\n\n\n

else output train &i.;<\/p>\n\n\n\n

run;<\/p>\n\n\n\n

proc reg data=train_&i. noprint;<\/p>\n\n\n\n

model &y.=&var.;<\/p>\n\n\n\n

store param;<\/p>\n\n\n\n

run;<\/p>\n\n\n\n

proc plm restore=param;<\/p>\n\n\n\n

score data=valid &i. out=res &i. residual=res;<\/p>\n\n\n\n

run;<\/p>\n\n\n\n

%END;<\/p>\n\n\n\n

%End;<\/p>\n\n\n\n

data res;<\/p>\n\n\n\n

set res_l-res_&k.;<\/p>\n\n\n\n

res2=res**2<\/strong>;<\/p>\n\n\n\n

run;<\/p>\n\n\n\n

proc sql;<\/p>\n\n\n\n

select ran,sum(res2)\/(n(res2)-(&nvar.+l)) as mse from res<\/p>\n\n\n\n

\/*\u8ba1\u7b97MSE\uff0c\u5206\u6bcd\u4e2d\u7684n(res2)\u8868\u793a\u4f8b\u6570\uff0c(&nvar.+1)\u8868\u793a\u53d8\u91cf\u6570+\u622a\u8ddd*\/<\/p>\n\n\n\n

group by ran;<\/p>\n\n\n\n

quit;<\/p>\n\n\n\n

%mend<\/strong> cv;<\/p>\n","protected":false},"excerpt":{"rendered":"

\u5f53\u4f60\u5efa\u7acb\u4e86\u4e00\u4e2a\u6a21\u578b\u540e\uff0c\u80af\u5b9a\u60f3\u77e5\u9053\u8fd9\u4e2a\u6a21\u578b\u662f\u597d\u8fd8\u662f\u574f\uff0c\u5c31\u50cf\u4f60\u5b8c\u6210\u4e86\u4e00\u9879\u5de5\u4f5c\uff0c\u4e5f\u9700\u8981\u8bc4\u4ef7\u4f60\u7684\u5de5\u4f5c\u5b8c\u6210\u5f97\u597d\u4e0d?<\/span><\/div>\n
\u9605\u8bfb\u66f4\u591a<\/a><\/div>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":[],"categories":[26],"tags":[],"_links":{"self":[{"href":"https:\/\/www.anyourmc.com\/index.php\/wp-json\/wp\/v2\/posts\/709"}],"collection":[{"href":"https:\/\/www.anyourmc.com\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.anyourmc.com\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.anyourmc.com\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.anyourmc.com\/index.php\/wp-json\/wp\/v2\/comments?post=709"}],"version-history":[{"count":1,"href":"https:\/\/www.anyourmc.com\/index.php\/wp-json\/wp\/v2\/posts\/709\/revisions"}],"predecessor-version":[{"id":710,"href":"https:\/\/www.anyourmc.com\/index.php\/wp-json\/wp\/v2\/posts\/709\/revisions\/710"}],"wp:attachment":[{"href":"https:\/\/www.anyourmc.com\/index.php\/wp-json\/wp\/v2\/media?parent=709"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.anyourmc.com\/index.php\/wp-json\/wp\/v2\/categories?post=709"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.anyourmc.com\/index.php\/wp-json\/wp\/v2\/tags?post=709"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}