在经济指标的筛选方法研究中,往往更多地基于纯技术视角,原理复杂,步骤繁复,而忽视了人的主观与判断,未能体现统计学对数据处理要“科学和‘艺术’相结合”的要求。鉴于此,文章提出一种直接应用主成分基本原理、定量和定性结合、简便可行的经济指标筛选方法:对数据进行主成分分析,利用主成分的方差最大性和正交性对指标进行初选;应用相关分析并结合局部的主观判断,选定所需指标;通过实例并与其他方法比较,验证该方法的合理性、可行性和简便性。
Presently, in the study perspective are more often highlighted, the combination of science and "art", of economic indicator screening method, the ones based on pure technical while researcher' s subjective judgment are less mentioned, failing to reflect which is demanded in statistical data processing. Furthermore, the screening methods focusing on techniques often turn out to be involving complicated steps and abstract theories. In view of this, this paper puts forward a simple and feasible method for the screening of economic indicators with a direct ap plication of the basic principle of principal component, combining qualitative analysis with quantitative analysis. In the paper, firstly the statistical principal components are analyzed, carrying out the primary screening by using vari ance maximum and orthogonality of principal components. Then, relatively unimportant indicators are filtered out by using correlative analysis and subjective judgment partly. Finally, supported by the examples, the detailed descrip tion of this screening method is made, and through the comparison with other methods the rationality, the feasibility and simplicity of this method, are verified.