| 约束线性回归模型的一种可容许估计 |
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| 引用本文： | 张瑞.约束线性回归模型的一种可容许估计[J].华北水利水电学院学报,2010,31(2):96-97. |
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| 作者姓名： | 张瑞 |
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| 作者单位： | 宝鸡文理学院数学系,陕西,宝鸡,721013 |
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| 基金项目： | 宝鸡文理学院重点科研计划项目 |
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| 摘 要： | 对于带约束的线性回归模型,Y=Xβ+e,E(e)=0,Cov(e)=σ2V,V0,Rβ=0,给出了回归系数的有偏估计βR*(k)=(kM+I)-1βR*(k≥0),求出了在均方误差意义下βR*(k)优于βR*的条件,并讨论了其可容许性.
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| 关 键 词： | 有偏估计 广义最小二乘估计 可容许估计 |
A New Class Biased Admissible Estimation in the Restricted Linear Regression Model |
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| ZHANG Rui.A New Class Biased Admissible Estimation in the Restricted Linear Regression Model[J].Journal of North China Institute of Water Conservancy and Hydroelectric Power,2010,31(2):96-97. |
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| Authors: | ZHANG Rui |
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| Affiliation: | ZHANG Rui(Department of Mathematics,Baoji University of Arts and Sciences,Baoji 721013,China) |
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| Abstract: | A new biased estimation β＊R（k）=（kM＋I）-1β＊R was given to the restricted linear regression model.The conditions of β＊R（k） superior to β＊R were obtained in terms of mean squares error and the admissibility was discussed. |
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| Keywords: | biased estimation generalized least squares estimation admissible estimation |
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