| 非齐次等式约束线性回归模型的条件根方估计的效率 |
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| 引用本文： | 农秀丽,李玲玲. 非齐次等式约束线性回归模型的条件根方估计的效率[J]. 河南大学学报(自然科学版), 2012, 42(3): 234-238 |
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| 作者姓名： | 农秀丽 李玲玲 |
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| 作者单位： | 1. 广西民族师范学院数学与计算机科学系,广西崇左,532200
2. 河南城建学院,河南平顶山,467001 |
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| 基金项目： | 广西自然科学基金项目，广西高校优秀人才资助项目，广西民族师范学院基金项目 |
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| 摘 要： | 对非齐次约束线性回归模型的狭义条件根方估计和广义条件根方估计进行讨论.利用相对效率定义比较两种根方估计的效率,证明在一定条件下,广义条件根方估计的效率不低于狭义条件根方估计,在根方参数的限制下比较了它们的下界之间的关系,从而可选择适当的根方参数,使广义条件根方估计就均方误差而言更具有良好的性质.
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| 关 键 词： | 狭义条件根方估计 广义条件根方估计 相对效率 |
The Relative Efficiency of the Conditional Root Square Estimation of Parameter of Restricted Linear Model |
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| NONG Xiu-li , LI Ling-ling. The Relative Efficiency of the Conditional Root Square Estimation of Parameter of Restricted Linear Model[J]. Journal of Henan University(Natural Science), 2012, 42(3): 234-238 |
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| Authors: | NONG Xiu-li LI Ling-ling |
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| Affiliation: | 1.Department of Mathematics and Computer Science Guangxi Normal University for Nationalities,Guangxi Chongzuo,532200; China;2.Henan University of Urban Construction,Henan Pingdingshan 476036,China) |
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| Abstract: | This paper discusses the generalized conditional root square estimation and the narrow sense conditional root square estimation that the relative efficiency has in inhomogeneous equality restricted linear model.It is shown that the generalized conditional root squares estimation has no smaller the relative efficiency than the narrow sense conditional root square estimation.By a constraint condition in root squares parameter,we compare bounds of them,thus,choose appropriate squares parameter,the generalized conditional root square estimation has good nature on terms mean squares error. |
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| Keywords: | generalized conditional root square estimation narrow sense conditional root square estimation relative efficiency |
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