| Research for the Algorithm of Nonlinear Two Stage Least Squares Estimator |
| |
| 引用本文： | ZHONG Denghua,WANG Renchao,LIU Bao,ZHANG Shiying(Tianjin University,Tianjin 300072). Research for the Algorithm of Nonlinear Two Stage Least Squares Estimator[J]. 系统科学与系统工程学报(英文版), 1994, 0(1) |
| |
| 作者姓名： | ZHONG Denghua WANG Renchao LIU Bao ZHANG Shiying(Tianjin University Tianjin 300072) |
| |
| 作者单位： | Tianjin University，Tianjin 300072 |
| |
| 摘 要： | ＲｅｓｅａｒｃｈｆｏｒｔｈｅＡｌｇｏｒｉｔｈｍｏｆＮｏｎｌｉｎｅａｒＴｗｏＳｔａｇｅＬｅａｓｔＳｑｕａｒｅｓＥｓｔｉｍａｔｏｒＺＨＯＮＧＤｅｎｇｈｕａ；ＷＡＮＧＲｅｎｃｈａｏ；ＬＩＵＢａｏ；ＺＨＡＮＧＳｈｉｙｉｎｇ（ＴｉａｎｊｉｎＵｎｉｖｅｒｓｉｔｙ...
|
Research for the Algorithm of Nonlinear Two Stage Least Squares Estimator |
| |
| ZHONG Denghua,WANG Renchao,LIU Bao,ZHANG Shiying. Research for the Algorithm of Nonlinear Two Stage Least Squares Estimator[J]. Journal of Systems Science and Systems Engineering, 1994, 0(1) |
| |
| Authors: | ZHONG Denghua WANG Renchao LIU Bao ZHANG Shiying |
| |
| Abstract: | The implementation of parameter estimation is a serious problem in the modeling for nonlinear simultaneous equations.For the estimator of best nonlinear two stage least squares(BNL2SLS)that Amemiya proposed,the procedure of selecting matrix(W)of instrumental variables is presented, which is based on the calculation of alternating conditional expectation.The algorithm of BNL2SLS estimator is explored which is recommended by two steps,and its efficiency is confirmed in simulation study.It has bred prospects to apply the algorithm proposed in this paper in practice. |
| |
| Keywords: | nonlinear simultaneous equation parameter estimation CE procedure BNL2SLS algorithm |
| 本文献已被 CNKI 等数据库收录！ |
