广义压缩估计的若干性质

针对人们处理较多自变量的大型回归问题时设计矩阵难免存在的近似的线性关系的问题，讨论了文义压缩最小二乘估计（即ＧＳＩＳ估计）的一些性质，如相似性，优良性，精度等，认为ＧＳＬＳ估计是一个非常实用的估计类。

Some Qualities of Generalized Shrunken Least Square Estimate

Although the regression coefficient of the LS estimate has many good qualities,the large regression problem will probably be manipulated with the rapid development of modem electronic computing technology.At present,because of many self variables,sometimes it may be approximate linear relation for the design matrix.Many scholars have given a lot of improved methods of LS estimate to solve the problem,but the GSLS estimate is still usful by now.For this reason,the optimality,consistency accuracy,etc.of GSLS estimate are discussed.It is considered to be a practical estimate.