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约束线性模型下回归系数的条件根方估计
引用本文:史建红.约束线性模型下回归系数的条件根方估计[J].吕梁高等专科学校学报,1999,15(4):22-26.
作者姓名:史建红
作者单位:山西师范大学数计系
摘    要:本文提出了约束线性模型下回归系统的条件根方估计和广义条件根方估计,证明了在一定的条件下,两者在均方误差意义都能很好地改进回归系数的约束最小二乘估计,并讨论了它们的可容许性及广义条件根方估计中未知参数的选取方法。

关 键 词:条件根方估计  可容许性  约束线性模型  回归系数

The Conditional Root Estimation of Regression Coefficient in Restricted Linear Model
Shi Jian Hong.The Conditional Root Estimation of Regression Coefficient in Restricted Linear Model[J].Journal of Luliang Higher College,1999,15(4):22-26.
Authors:Shi Jian Hong
Affiliation:Shi Jian Hong
Abstract:In this paper, We proposed the conditional root estimator and the generalized root estimator of coefficient gin restricted linear model. We showed that they had smaller mean squares error than the RLSE,and discussed the admissibility of the two estimators and the choice of the unknoen parameters of the generalixed conditional root estimator.
Keywords:Mesn squares error Conditional root estimator Generalized root estimator Admissibillity
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