| 一类函数加性误差模型参数估计的改进 |
| |
| 引用本文： | 徐圣兵. 一类函数加性误差模型参数估计的改进[J]. 广州大学学报(自然科学版), 2004, 3(4): 303-305 |
| |
| 作者姓名： | 徐圣兵 |
| |
| 作者单位： | 广东工业大学,应用数学学院,广东,广州,510090 |
| |
| 摘 要： | 主要就函数y=ax^b加性误差模型对数线性化后的随机误差不满足零均值性和同方差性，提出了一种有效的两阶段加权最小二乘估计方法(TSWLS)，并用模拟数据试验检验了理论的正确性．
|
| 关 键 词： | 线性化 最小二乘法 异方差 加权最小二乘法 两阶段加权最小二乘法 |
| 文章编号： | 1671-4229(2004)04-0303-03 |
| 修稿时间： | 2004-03-30 |
The improvement of parameter estimation about additive error model of a kind of function |
| |
| XU Sheng-bing. The improvement of parameter estimation about additive error model of a kind of function[J]. Journal og Guangzhou University:Natural Science Edition, 2004, 3(4): 303-305 |
| |
| Authors: | XU Sheng-bing |
| |
| Abstract: | In view of Zero Mean and Homoskedasticity of the Error of the Linearization Model about additive error model of the Function y=ax~b, the improved estimate by Two Stage WLS method is presented in this paper. It is proved in the imitate experiment that the improved estimate is better than the ordinary least square estimate. |
| |
| Keywords: | linearization ordinary least square method homoskedasticity Weighed Least Squared method(WLS) Two Stage WLS method |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
