| 一类相依回归系统参数的广义两步有偏估计 |
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| 引用本文： | 林宝德.一类相依回归系统参数的广义两步有偏估计[J].漳州师范学院学报,2005,18(2):28-31. |
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| 作者姓名： | 林宝德 |
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| 作者单位： | 漳州师范学院学报编辑部,福建漳州363000 |
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| 基金项目： | 漳州师范学院校科研和教改项目，福建省教育厅科研项目 |
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| 摘 要： | 本文提出了一类相依回归系统参数的广义两步有偏估计,证明了当设计矩阵呈病态时,广义两步有偏估计的均方误差小于两步协方差改进估计的均方误差.
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| 关 键 词： | 相依回归系统 两步协方差改进估计 均方误差 广义两步有偏估计 |
| 文章编号： | 1008-7826(2005)02-0028-04 |
| 修稿时间： | 2004年9月10日 |
A Generalized Two Steps Biased Estimate of the Parameters in a Class of Seemingly Unrelated Regression Systems |
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| LIN Bao-de.A Generalized Two Steps Biased Estimate of the Parameters in a Class of Seemingly Unrelated Regression Systems[J].Journal of ZhangZhou Teachers College(Natural Science),2005,18(2):28-31. |
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| Authors: | LIN Bao-de |
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| Abstract: | We put forward a generalized two steps biased estimate and prove that the mean square error of the generalized two steps biased estimate is less than the mean square error of the two steps covariance improvement estimate when the designed matrix is ill-condition. |
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| Keywords: | seemingly unrelated regression system two steps covariance improvement estimate mean square error generalized two steps biased estimate |
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