| 辅助变量与扰动项相关情况下的回归估计 |
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| 引用本文： | 张荷观.辅助变量与扰动项相关情况下的回归估计[J].江南大学学报(自然科学版),2007,6(2):243-246. |
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| 作者姓名： | 张荷观 |
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| 作者单位： | 江南大学,商学院,江苏,无锡,214122 |
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| 摘 要： | 讨论了辅助变量与扰动项相关条件下的回归估计,给出了在这种条件下回归估计量的偏差和均方误差以及均方误差的估计.
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| 关 键 词： | 扰动 相关 回归估计 辅助变量 扰动项 相关情况 回归估计量 Disturbance Auxiliary Estimation 均方误差的估计 偏差 相关条件 |
| 文章编号： | 1671-7147（2007）02-0243-04 |
| 收稿时间： | 2005-04-28 |
| 修稿时间： | 2005-04-282005-11-25 |
Regression Estimation When the Auxiliary Variate and the Disturbance Is Correlated |
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| ZHANG He-guan.Regression Estimation When the Auxiliary Variate and the Disturbance Is Correlated[J].Journal of Southern Yangtze University:Natural Science Edition,2007,6(2):243-246. |
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| Authors: | ZHANG He-guan |
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| Affiliation: | School of Business, Southern Yangtze University, Wuxi 214122, China |
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| Abstract: | For the regression estimation when the auxiliary variate is correlated with the disturbance,the bias and mean square error(MSE) of the regression estimator are obtained,and the estimator of the MSE is presented. |
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| Keywords: | disturbance correlation regression estimates |
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