| PC准则下生长曲线模型回归参数阵广义岭估计的优良性 |
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| 引用本文： | 张日权,李有琴. PC准则下生长曲线模型回归参数阵广义岭估计的优良性[J]. 苏州科技学院学报(自然科学版), 2002, 19(2): 8-12 |
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| 作者姓名： | 张日权 李有琴 |
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| 作者单位： | 1. 雁北师范学院数学系
2. 雁北师范学院化学系,山西,大同,037000 |
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| 摘 要： | 一般而言 ,PC准则是用来比较向量参数两个估计优劣的一种准则。本文将它推广应用于生长曲线模型回归参数阵的最小二乘估计和广义岭估计优劣性的比较。给出了广义岭估计在PC准则下优于最小二乘估计的条件
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| 关 键 词： | PC准则 生长曲线模型 最小二乘估计 广义岭估计 |
| 文章编号： | 1004-5201(2002)02-0008-05 |
| 修稿时间： | 2001-12-28 |
The Superiority of Generalized Ridge Estimation of Regression Parameter in Growth Curve Model under Pitman Closeness Criterion |
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| ZHANG Ri-quan ,LI You-qin. The Superiority of Generalized Ridge Estimation of Regression Parameter in Growth Curve Model under Pitman Closeness Criterion[J]. Journal of University of Science and Technology of Suzhou, 2002, 19(2): 8-12 |
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| Authors: | ZHANG Ri-quan LI You-qin |
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| Affiliation: | ZHANG Ri-quan 1,LI You-qin 2 |
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| Abstract: | Generally Pitman Closeness Criterion is the standard used to compare the advantage and disadvantage of two estimations of a paramater vector. In this paper the criterion is generalized and then used to compare the advantage and disadvantage of the least square estimation of the regression parameter in growth curve model and a generalized ridge estimation. We have also provided the condition under which the generalized ridge estimation is superior to the least square estimation under Pitman Closeness Criterion. |
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| Keywords: | Pitman Closeness criterion growth curve model least square estimation generalized ridge estimation |
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