| 多元联合回归估计 |
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| 引用本文： | 黄养新,黄正良,王正东. 多元联合回归估计[J]. 西南科技大学学报, 1995, 0(1) |
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| 作者姓名： | 黄养新 黄正良 王正东 |
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| 作者单位： | 武汉工业大学，西南工学院 |
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| 摘 要： | 本文提出了多元线性模型回归系数的一种新的有偏估计—联合回归估计。在一定条件下，证明了此种估计优于最小二乘估计、主成份估计和组合主成分估计，且在均方误差意义下是可容许估计。
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| 关 键 词： | 多元线性模型，均方误差，联合回归估计，容许性 |
Multivariate United Regression Estimate |
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| Huang Yangxin,Huang Zhengliang,Wang Zhengdong. Multivariate United Regression Estimate[J]. Journal of Southwest University of Science and Technology, 1995, 0(1) |
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| Authors: | Huang Yangxin Huang Zhengliang Wang Zhengdong |
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| Affiliation: | Huang Yangxin;Huang Zhengliang;Wang Zhengdong(Wuhan University of Technology)(Southwest Institute of Technology) |
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| Abstract: | In this paper,a new biased estimate,which is called the united regression estimate(URE),is proposed for the regression coefficient in multivariate linear models.It is shown that URE is superior to least squares estimate,principal components estimate and combinatorial princ- pal components estimate under suitable conditions,and is admissible estimate. |
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| Keywords: | multivariate linear mosel mean square error united regression estimate admissi- bility. |
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