| 协方差改进法在半相依回归模型中的应用 |
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| 引用本文： | 李艳军,孙光亚.协方差改进法在半相依回归模型中的应用[J].太原师范学院学报(自然科学版),2006,5(2):28-30. |
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| 作者姓名： | 李艳军 孙光亚 |
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| 作者单位： | 1. 兴安职业技术学院,内蒙古,乌兰浩特,137400
2. 兴安盟水利局,内蒙古,乌兰浩特,137400 |
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| 摘 要： | 文章系统地总结了协方差改进法及两步协方差改进法在半相依回归模型中的应用，推导了协方差改进估计的具体表达形式。
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| 关 键 词： | 协方差改进法 半相依回归模型 估计 |
| 文章编号： | 1672-2027（2006）02-0028-03 |
| 收稿时间： | 2006-03-12 |
| 修稿时间： | 2006年3月12日 |
Used of Covariance Adjustment Estimator In the Seemingly Unrelated Regression Model |
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| LI Yanjun,SUN Guangya.Used of Covariance Adjustment Estimator In the Seemingly Unrelated Regression Model[J].Journal of Taiyuan Normal University:Natural Science Edition,2006,5(2):28-30. |
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| Authors: | LI Yanjun SUN Guangya |
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| Institution: | 1. Xingan Vocational Technique College,Inner Mongolia Wulanhot 137400; 2. Xinganmeng Water,Inner Mongolia Wulanhot 137400,China |
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| Abstract: | There systematically discusses the covariance adjustment estimator and the two-stage covariance adjustment estimator,they are used in the Seemingly Unrelated Regression Models. The exact formula for the covariance adjustment estimator is given. Under the condition of mean squared matrix,They are same to like,when the sample size is big enough. |
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| Keywords: | covariance adjustment estimator seemingly unrelated regression models estimate |
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