| 带线性约束的新两参数估计 |
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| 引用本文： | 郭淑妹,顾勇为,郭杰.带线性约束的新两参数估计[J].河南科学,2013(3). |
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| 作者姓名： | 郭淑妹 顾勇为 郭杰 |
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| 作者单位： | 解放军信息工程大学 理学院,郑州 450001 |
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| 摘 要： | 针对带约束的最小二乘估计在参数估计中处理复共线性的不足,引入随机线性约束,提出了约束新两参数估计.并且得到在均方误差下,约束新两参数估计与约束最小二乘估计,约束岭估计和约束Liu估计相比的优良性.
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| 关 键 词： | 随机线性约束 新两参数估计 均方误差 |
New Two Parameters Estimation for the Linear Model with Linear Restrictions |
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| Abstract: | In order to overcome the shortage of the multicollinearity in ordinary restricted least square estimation with parameter estimate based on the stochastic linear restrictions,a new estimation as restricted linear new two parameters estimation is proposed.In the mean squared error sense,compared with the properties the ordinary restricted least squares estimation,and the restricted ridge estimation,the method we proposed was superior. |
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| Keywords: | linear regression new two parameters estimation mean square error sense |
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