| 线性模型中一些有偏估计在MSE准则下的优良性 |
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| 引用本文： | 王俊芳,王石青.线性模型中一些有偏估计在MSE准则下的优良性[J].华北水利水电学院学报,2008,29(2):103-105. |
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| 作者姓名： | 王俊芳 王石青 |
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| 作者单位： | 华北水利水电学院,河南,郑州,450011 |
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| 摘 要： | 对于线性回归模型Y=Xβ+,εE(ε)=0,cov(ε)=σ2V,V≥0,针对设计阵多重共线性问题,给出了回归系数的几个有偏估计,并讨论在MSE准则下优于广义最小二乘估计的条件,解决了复共线性的回归问题.
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| 关 键 词： | 岭估计 广义岭估计 广义最小二乘估计 有偏估计 均方误差 |
| 文章编号： | 1002-5634(2008)02-0103-03 |
| 修稿时间： | 2007年11月6日 |
Superiorities for Some Biased Estimators in Linear Regression Model under MSE Criterion |
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| WANG Jun-fang,WANG Shi-qing.Superiorities for Some Biased Estimators in Linear Regression Model under MSE Criterion[J].Journal of North China Institute of Water Conservancy and Hydroelectric Power,2008,29(2):103-105. |
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| Authors: | WANG Jun-fang WANG Shi-qing |
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| Abstract: | Considering linear regression models Y=Xβ+ε,E(ε)=0,cov(ε)=σ2V,V≥0,according to the approximate multicollinearity of matrix,some biased estimators of regression coefficients are given,and the sufficient conditions are given,under which they are better than generalized least squares estimator under the MSE criterion,the problem of multivariate regression is also resolved. |
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| Keywords: | ridge estimation generalized ridge estimation generalized least squares estimation biased estimation mean square error |
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