我用EVIEWS做线性回归,发现数据归一化前和归一化后差别很大,其中自变量和因变量相差10000倍,需要进行归一化吗?请大家指点!
归一化前
Variable Coefficient Std. Error t-Statistic Prob.
C 0.203722 0.009401 21.67066 0.0000
X 2.66E-06 1.95E-06 1.361730 0.1764
R-squared 0.018758 Mean dependent var 0.213427
Adjusted R-squared 0.008642 S.D. dependent var 0.061268
S.E. of regression 0.061002 Akaike info criterion -2.735819
Sum squared resid 0.360963 Schwarz criterion -2.683392
Log likelihood 137.4230 F-statistic 1.854308
Durbin-Watson stat 0.672178 Prob(F-statistic) 0.176438
归一化后:
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Variable | Coefficient | Std. Error | t-Statistic | Prob. |
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C | 0.263004 | 0.028736 | 9.152512 | 0.0000 |
X | 0.106988 | 0.073025 | 1.465078 | 0.1462 |
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R-squared | 0.021870 | Mean dependent var | 0.295080 |
Adjusted R-squared | 0.011681 | S.D. dependent var | 0.185333 |
S.E. of regression | 0.184247 | Akaike info criterion | -0.524878 |
Sum squared resid | 3.258920 | Schwarz criterion | -0.472124 |
Log likelihood | 27.71904 | F-statistic | 2.146452 |
Durbin-Watson stat | 0.686809 | Prob(F-statistic) | 0.146167 |
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