| SURS中回归系数GCIE系列的极限问题 |
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| 引用本文： | 丁晖,丁树良.SURS中回归系数GCIE系列的极限问题[J].江西师范大学学报(自然科学版),1999,23(3):213-218. |
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| 作者姓名： | 丁晖 丁树良 |
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| 作者单位： | 江西师范大学计算机系!江西南昌330027 |
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| 摘 要： | 讨论了半相依回归系统（ＳＵＲＳ）中回归系数的广义方差改进估计（ＧＣＩＥ）的效率问题，得出了几种估计的效率度量公式在极限意义下等价的结论，以该结论为基础，我们对一些简单的协方差铁ＳＵＲＳ中间归系数的ＧＣＩＥ系列进行计算机模拟，得到了ｍ＝３时，在这些模型下，ＧＣＩＥ的极限便是阳佳线性无偏估计的结论。
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| 关 键 词： | 效率 半相依回归模型 广义协方差 改进估计 |
On the Limit Behavior of the Series of GCIE of the Regression Parameters in SURS |
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| DING Hui,DING Shu liang,GAN Deng wen.On the Limit Behavior of the Series of GCIE of the Regression Parameters in SURS[J].Journal of Jiangxi Normal University (Natural Sciences Edition),1999,23(3):213-218. |
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| Authors: | DING Hui DING Shu liang GAN Deng wen |
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| Abstract: | In this paper,the effeciency of the generalized covariance improvement estimate (GCIE) of the regression parameters (RP) in seemingly unrelated regression system is discussed.The result that several measument formulas of the effeciency are equivelant in the sense of the limit is given.Based on the result,some models of SURS with simpler covariance construction are examined by means of computer simulation.Simulation results show that the limit of GCIE is the best linear unbiased estimate (BLUE) of the RP for the models. |
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| Keywords: | estimation effeciency seemingly unrelated regression system(SURS) generalized covariance improvement estimate(GCIE) |
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