| 广义岭型压缩主分量估计及其优良性 |
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| 引用本文： | 邓兆熬,郭大伟.广义岭型压缩主分量估计及其优良性[J].安庆师范学院学报(自然科学版),2011,17(4):35-37. |
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| 作者姓名： | 邓兆熬 郭大伟 |
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| 作者单位： | 安徽师范大学数学计算机科学学院,安徽芜湖,241000;安徽师范大学数学计算机科学学院,安徽芜湖,241000 |
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| 基金项目： | 安徽省高校省级自然科学研究重点项目(2007A012);安徽省教育厅基金(2007jyxm195)资助 |
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| 摘 要： | 对线性回归模型回归系数β,当设计阵X为病态时,提出一种新估计:广义岭型压缩主分量估计,它在MSE和GMSE准则下优于最小二乘估计,在均方误差准则下优于岭型压缩主成分估计,最后对它的可容许性进行了讨论。
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| 关 键 词： | 广义岭型压缩主分量估计 最小二乘估计 岭型压缩主成分估计 可容许性 |
Generalized Ridge-Type Shrunken Principal Components Estimator and Its Optimality |
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| DENG Zhao-ao,GUO Da-wei.Generalized Ridge-Type Shrunken Principal Components Estimator and Its Optimality[J].Journal of Anqing Teachers College(Natural Science Edition),2011,17(4):35-37. |
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| Authors: | DENG Zhao-ao GUO Da-wei |
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| Institution: | (College of Mathematics and Computer Science,Anhui Normal University,Wuhu 241000,China) |
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| Abstract: | A new,generalized ridge-type shrunken principal components estimator,is proposed for the regression coefficients of a linear regression model when the design matrix X is ill-conditioned.The result shows that it is better than LSE under MSE and GMSE criterion and better than ridge-type shrunken principal components estimator under MSE criterion.Finally,its admissibility is discussed. |
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| Keywords: | generalized ridge-type shrunken principal components estimator least squares estimator ridge-type shrunken principal components estimator admissibility |
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