| 回归系数的线性有偏估计 |
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| 引用本文： | 孙淑珍,王石青.回归系数的线性有偏估计[J].吉林大学学报(理学版),1998(2). |
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| 作者姓名： | 孙淑珍 王石青 |
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| 作者单位： | 东北电力学院基础部!吉林，132012(孙淑珍)，华北水电学院基础部!郑州，450045(王石青) |
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| 摘 要： | 给出回归系数的最小均方误差线性有偏估计、线性有偏估计优于最小二乘估计的充要条件及线性有偏估计为可容许估计的充要条件，同时给出文献中未涉及的一些有偏估计．
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| 关 键 词： | 线性有偏估计 均方误差 可容许估计 |
Linear Biased Estimation of Regression Coefficients |
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| Sun Shuzhen.Linear Biased Estimation of Regression Coefficients[J].Journal of Jilin University: Sci Ed,1998(2). |
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| Authors: | Sun Shuzhen |
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| Abstract: | The present paper gives some profound results of linear biased estimation of regression coefficients which include linear biased estimation for the minimum mean square error, the necessary and sufficient conditions for the linear biased estimation superior to least square estimation, the necessary and suffic ent conditions for the admissibility of linear biased estimation and some linear biased estimators not included in the literatures. |
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| Keywords: | linear biased estimation mean square error admissible estimate |
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