| PC准则下错误指定模型中回归系数有约束LS估计的优良性 |
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| 引用本文： | 韦来生.PC准则下错误指定模型中回归系数有约束LS估计的优良性[J].中国科学技术大学学报,1996,26(3):277-283. |
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| 作者姓名： | 韦来生 |
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| 作者单位： | 统计与金融系 |
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| 基金项目： | 国家自然科学基金,国家教委博士点基金 |
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| 摘 要： | 在错误指定的回归模型和线性约束条件下，于ＰＣ准则下，比较了回归系数的有约束的最小二乘估计（ＲＬＳＥ）相对于通常的最小二乘估计（ＬＳＥ）的优良性．也对预测情形类似的问题进行了讨论．
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| 关 键 词： | PC准则，错误指定回归模型，有约束最小二乘估计，最小二乘估计 |
PC Superiority of Restreicted Least Square Estimator Under Misspecified Regrssion Model |
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| Wei Laisheng.PC Superiority of Restreicted Least Square Estimator Under Misspecified Regrssion Model[J].Journal of University of Science and Technology of China,1996,26(3):277-283. |
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| Authors: | Wei Laisheng |
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| Institution: | Department of Statistics and Finances |
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| Abstract: | Under the misspecified regression model and incorrect linear restriction, the restricted least square estimator (RLSE) is compared with ordinary least square estimator (LSE) and the superiority of RLSE over LSE is achieved based on the pitman Closeness (PC) criterion. Finally the superiority of the RLSE-predictor over the LSE-predictor is.examined. |
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| Keywords: | PC Criterion Misspecified Regression Model Incorrect Linear Restriction Least Square Estimator Restricted Least Square Estimator |
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