| 线性回归模型回归系数的条件岭型估计 |
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| 引用本文： | 黄介武,高友武.线性回归模型回归系数的条件岭型估计[J].湖南工程学院学报(自然科学版),2011,21(1):44-45,63. |
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| 作者姓名： | 黄介武 高友武 |
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| 作者单位： | 1. 贵州民族学院,理学院,贵阳550025
2. 湖南工程学院理学院,湘潭,411104 |
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| 基金项目： | 贵州民族学院科研基金资助项目 |
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| 摘 要： | 研究了线性等式约束的线性回归模型回归系数的一种有偏估计--条件岭型估计,给出了在均方误差意义下条件岭型估计优于回归系数的约束最小二乘估计的条件.
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| 关 键 词： | 约束最小二乘估计 条件岭型估计 均方误差 |
The Conditional Ridge-type Estimation of Regression Coefficient in Linear Regression Model |
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| HUANG Jie-wu,GAO You-wu.The Conditional Ridge-type Estimation of Regression Coefficient in Linear Regression Model[J].Journal of Hunan Institute of Engineering(Natural Science Edition),2011,21(1):44-45,63. |
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| Authors: | HUANG Jie-wu GAO You-wu |
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| Institution: | HUANG Jie-wu1,GAO You-wu2(1.School of Science,Guizhou University for Nationalities,Guiyang 550025,China,2.College of Science,Hunan Institute of Engineering,Xiangtan 411100,China) |
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| Abstract: | In this paper the conditional ridge-type estimator of regression coefficient in linear regression model is studied,and the condition that it is superior to the restricted best linear unbiased estimator in terms of mean squares error is obtained. |
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| Keywords: | restricted best linear unbiased estimator conditional ridge-type estimation mean squares error |
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