多元加权总体最小二乘新解法

摘要

将多元加权总体最小二乘模型进行变换,转化为加权总体最小二乘模型,推导构造新的系数矩阵和系数矩阵元素协因数阵的公式,研究多元加权总体最小二乘的解算流程.以Jazaeri加权总体最小二乘为例,给出多元总体最小二乘参数的解算过程.通过算例分析和比较,验证了该方法的有效性.%The new model of multivariate weighted total least squares by transposition processing,which is similar to the weighted total least squares model,is proposed in this paper.The formula for constructing the new coefficient matrix and its variance-covariance matrix is deduced and the solution flow multivariate weighted total least squares is studied.Applying this method,the solution process by the Jazaeri algorithm is deduced.The proposed method is proven to be effective and feasible through example analysis and comparison with other algorithms.