【正文】 86.747本年固定資產(chǎn)投資額x4.519.780.472.747Sig. （單側(cè)）不良貸款y..000.000.000.004各項(xiàng)貸款余額x1.000..000.000.000本年累計(jì)應(yīng)收到款x2.000.000..001.009貸款項(xiàng)目個(gè)數(shù)x3.000.000.001..000本年固定資產(chǎn)投資額x4.004.000.009.000.N不良貸款y2525252525各項(xiàng)貸款余額x12525252525本年累計(jì)應(yīng)收到款x22525252525貸款項(xiàng)目個(gè)數(shù)x32525252525本年固定資產(chǎn)投資額x42525252525系數(shù)a模型非標(biāo)準(zhǔn)化系數(shù)標(biāo)準(zhǔn)系數(shù)tSig.共線性統(tǒng)計(jì)量B標(biāo)準(zhǔn) 誤差試用版容差VIF1(常量).782.206各項(xiàng)貸款余額x1.040.010.891.001.188本年累計(jì)應(yīng)收到款x2.148.079.260.075.529貸款項(xiàng)目個(gè)數(shù)x3.015.083.034.175.863.261本年固定資產(chǎn)投資額x4.015.067.360a. 因變量: 不良貸款y共線性診斷a模型維數(shù)特征值條件索引方差比例(常量)各項(xiàng)貸款余額x1本年累計(jì)應(yīng)收到款x2貸款項(xiàng)目個(gè)數(shù)x3本年固定資產(chǎn)投資額x411.01.00.01.00.002.203.68.03.02.01.093.157.16.00.66.01.134.066.00.09.20.36.725.036.15.87.12.63.05a. 因變量: 不良貸款y后退法得系數(shù)a模型非標(biāo)準(zhǔn)化系數(shù)標(biāo)準(zhǔn)系數(shù)tSig.B標(biāo)準(zhǔn) 誤差試用版1(常量).782.206各項(xiàng)貸款余額x1.040.010.891.001本年累計(jì)應(yīng)收到款x2.148.079.260.075貸款項(xiàng)目個(gè)數(shù)x3.015.083.034.175.863本年固定資產(chǎn)投資額x4.015.0672(常量).711.186各項(xiàng)貸款余額x1.041.009.914.000本年累計(jì)應(yīng)收到款x2.149.077.261.066本年固定資產(chǎn)投資額x4.014.0583(常量).697.531各項(xiàng)貸款余額x1.050.007.000本年固定資產(chǎn)投資額x4.015.044a. 因變量: 不良貸款y逐步回歸得系數(shù)a模型非標(biāo)準(zhǔn)化系數(shù)標(biāo)準(zhǔn)系數(shù)tSig.B標(biāo)準(zhǔn) 誤差試用版1(常量).723.263各項(xiàng)貸款余額x1.038.005.844.0002(常量).697.531各項(xiàng)貸款余額x1.050.007.000本年固定資產(chǎn)投資額x4.015.044a. 因變量: 不良貸款y RSQUARE AND BETA COEFFICIENTS FOR ESTIMATED VALUES OF K K RSQ x1 x2 x3 x4______ ______ ________ ________ ________ ________.00000 .79760 .891313 .259817 .034471 .05000 .79088 .713636 .286611 .096624 .10000 .78005 .609886 .295901 .126776 .15000 .76940 .541193 .297596 .143378 .20000 .75958 .491935 .295607 .153193 .25000 .75062 .454603 .291740 .159210 .30000 .74237 .425131 .286912 .162925 .35000 .73472 .401123 .281619 .165160 .40000 .72755 .381077 .276141 .166401 .45000 .72077 .364000 .270641 .166949 .50000 .71433 .349209 .265211 .167001 .55000 .70816 .336222 .259906 .166692 .005882.60000 .70223 .324683 .254757 .166113 .013112.65000 .69649 .314330 .249777 .165331 .019387.70000 .69093 .304959 .244973 .164397 .024860.75000 .68552 .296414 .240345 .163346 .029654.80000 .68024 .288571 .235891 .162207 .033870.85000 .67508 .281331 .231605 .161000 .037587.90000 .67003 .274614 .227480 .159743 .040874.95000 .66508 .268353 .223510 .158448 .043787 .66022 .262494 .219687 .157127 .046373Run MATRIX procedure:****** Ridge Regression with k = ******Mult R .802353780RSquare .643771588Adj RSqu .611387187SE ANOVA table df SS MSRegress Residual F value Sig F .00001172Variables in the Equation B SE(B) Beta B/SE(B)x1 .025805860 .003933689 .574462395 x4 .004531316 .007867533 .050434658 .575951348Constant .357087614 .741566536 .000000000 .481531456 END MATRIX Y對(duì)x1 x2 x3 做嶺回歸Run MATRIX procedure:****** Ridge Regression with k = ******Mult R .850373821RSquare .723135635Adj RSqu .683583583SE ANOVA table df SS MSRegress Residual F value Sig F .00000456Variables in the Equation B SE(B) Beta B/SE(B)x1 .016739073 .003359156 .372627316 x2 .156806656 .047550034 .275213878 x3 .067110931 .032703990 .159221005 Constant .754456246 .000000000 END MATRIX 由圖及表可知，（1）y 與x1 x2 x3 x4 ,.（2） y對(duì)其余四個(gè)變量的線性回歸方程為 由于的系數(shù)為負(fù)，說(shuō)明存在共線性，固所得的回歸系數(shù)是不合理的。（3） 由于條件數(shù)=10，說(shuō)明存在較強(qiáng)的共線性。（4） 由上表可知由后退法和逐步回歸法所得到的線性回歸方程為 由于的系數(shù)為負(fù)，說(shuō)明仍然存在共線性。（5） Y對(duì)其余四個(gè)自變量的嶺回歸如上表所示。（6） 選取嶺參數(shù)k=,得嶺回歸方程，回歸系數(shù)都能有合理的解釋。（7） 用y對(duì)x1 x2 x3 做嶺回歸，選取嶺參數(shù)k=，嶺回歸方程為回歸系數(shù)都能有合理的解釋，由 B / SE(B) 得近似的t值可知，x1 x2 x3 都是顯著的，所以y對(duì)x1 x2 x3的嶺回歸是可行的。