| 混合系数线性模型参数的一种新估计 |
| |
| 引用本文： | 郭金亚,左卫兵. 混合系数线性模型参数的一种新估计[J]. 河南教育学院学报(自然科学版), 2014, 0(2): 28-31 |
| |
| 作者姓名： | 郭金亚 左卫兵 |
| |
| 作者单位： | 华北水利水电大学数学与信息科学学院,河南郑州450000 |
| |
| 摘 要： | 在连续测量数据的情况下,针对模型的复共线性,给出了混合系数线性模型参数的一类新的有偏估计d*ω=(C'M-1C+I)-1(C'M-1Z+ωd*),证明了在一定条件下该估计优于GLS和岭估计,并讨论了该估计的可容许性,最后又给出了该估计的广义形式.
|
| 关 键 词： | 有偏估计 Liu估计 广义最小二乘估计 均方误差 可容许性 |
A New Class of Estimators for Coefficients in Mixed Effect Linear Model |
| |
| GUO Jin-ya,ZUO Wei-bing. A New Class of Estimators for Coefficients in Mixed Effect Linear Model[J]. Journal of Henan Education Institute(Natural Science Edition), 2014, 0(2): 28-31 |
| |
| Authors: | GUO Jin-ya ZUO Wei-bing |
| |
| Affiliation: | ( College of Mathematics and Information Seience, North China University of Water Resources and Electric Power, Zhengzhou 450000, China) |
| |
| Abstract: | In the repeated-measures data model, in order to deal with the muhiconllinearity, a new class of estimator d＊ω=（C＇M-1C＋1）-1（C＇M-1Z＋ωD＊）for the parameters in mixed effect linear model is proposed. Under certain conditions, the new estimator is shown to be superior to the GLS estimators and Ridge estimators. Its admis- sibility is discussed, and a generalized form of the estimator is presented. |
| |
| Keywords: | biased estimate Liu estimate generalized least squares estimate mean square error admissibility |
| 本文献已被 CNKI 维普 等数据库收录！ |
|
