A New Statistical Regression Model and Its Building Method
一种新的统计回归模型及其建模方案

On the basis of principle of the classical threshold auto--regression model, we advanced anew statistical regression model and a relative building method via introducing the semi--polynomialtransformation. Its characteristics includes' First, solving the test problem of stagewise linear model inthe statistical regression analysis. Second, determing the unestimated parameters and variablesconveniently and promptly. The results show that the new statistical regression model is more efficientand stable than the classical one.