| 线性模型中回归系数广义岭估计的小样本性质 |
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| 引用本文： | 韦剑,缪柏其.线性模型中回归系数广义岭估计的小样本性质[J].中国科学技术大学学报,2006,36(9):936-940. |
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| 作者姓名： | 韦剑 缪柏其 |
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| 作者单位： | 中国科学技术大学统计与金融系,安徽合肥,230026 |
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| 摘 要： | 在均方误差矩阵准则和Pitman closeness（PC）准则下讨论了线性回归模型中回归系数的广义岭估计相对于最小二乘估计的优良性及其相对效率的界．
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| 关 键 词： | 线性回归模型 最小二乘估计 广义岭估计 均方误差矩阵准则 PC准则 相对效率 |
| 文章编号： | 0253-2778(2006)09-0936-05 |
| 收稿时间： | 08 25 2005 12:00AM |
| 修稿时间： | 03 26 2006 12:00AM |
Small-sample properties for generalized ridge estimator of regression coefficients in linear regression model |
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| WEI Jian,MIAO Bai-qi.Small-sample properties for generalized ridge estimator of regression coefficients in linear regression model[J].Journal of University of Science and Technology of China,2006,36(9):936-940. |
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| Authors: | WEI Jian MIAO Bai-qi |
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| Institution: | Department of Statistics and Finance ,University of Science and Technology of China, Hefei 230026, China |
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| Abstract: | Under the mean square error matrix(MSEM) criterion and Pitman closeness(PC) criterion,the superiorities of the generalized ridge estimator over the least square estimator was studied,and the boundaries of their relative efficiencies for the linear regression model were presented. |
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| Keywords: | linear regression model least square estimator(LSE) generalized ridge estimator mean square error matrix criterion Pitman closeness criterion relative efficiency |
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