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生长曲线模型的综合岭估计
引用本文:刘乐平. 生长曲线模型的综合岭估计[J]. 华东师范大学学报(自然科学版), 1999, 0(3): 27-32
作者姓名:刘乐平
作者单位:华东师范大学统计系!上海200062
摘    要:该文提出了生长曲线模型回归系数的一种新的有偏估计—综合岭估计,讨论了综合岭估计的优良性、可容许性等性质,给出了其迭代解和极小化均方差的无偏估计解。在综合岭估计下,岭估计、广义岭估计、根方估计成为其特例,从而统一了生长曲线模型的岭估计和根方估计理论。

关 键 词:生长曲线模型 岭估计 根方估计 综合岭估计

The Synthesized Ridge Estimate of Regression Coefficient in Growth Curve Model
Liu Leping. The Synthesized Ridge Estimate of Regression Coefficient in Growth Curve Model[J]. Journal of East China Normal University(Natural Science), 1999, 0(3): 27-32
Authors:Liu Leping
Abstract:In Growth Curve Model, to improve on the LSE of the regression coefficient, a new biased estimate, Synthesized Ridge Estimate (SRE), is considered. For the SRE, Superiority over the LSE and admissibility are proved. Two methods for evaluating this estimate are introduced. This estimate includes the Ridge Estimate and the Root Power Estimate (RPE) of Growth Curve Model. Under the SRE, the RE and the RPE ae unified.
Keywords:growth curve model ridge estimate root power estimate synthesized ridge estimate
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