| 增长曲线模型回归系数的组合主成分估计 |
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| 引用本文： | 王祖喜,吴海英. 增长曲线模型回归系数的组合主成分估计[J]. 广西民族大学学报, 1997, 0(1) |
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| 作者姓名： | 王祖喜 吴海英 |
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| 作者单位： | 武汉工业大学，武汉工业大学 武汉 430070，武汉 430070 |
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| 摘 要： | 本文提出了增长曲线模型回归系数的一种新的有偏估计——组合主成分估计,在一定条件下证明了此估计优于最小二乘估计且是可容许估计,进一步,给出了这种估计与文献[4]中提出的主成分估计的关系。
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| 关 键 词： | 增长曲线模型 均方误差 容许性 组合主成分估计 |
Combinatorial Principal Components Estimate for Regression Coefficient in Growth Curve Model |
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| Wang Zuxi Wu Haiyin. Combinatorial Principal Components Estimate for Regression Coefficient in Growth Curve Model[J]. Journal of Guangxi University For Nationalities, 1997, 0(1) |
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| Authors: | Wang Zuxi Wu Haiyin |
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| Abstract: | In this paper, a new biased estimate, which is called the combinatorial principal components estimate (CPCE), is proposed for regression coefficient in growth curve model. It is shown that CPCE is superior to least squares estimate, and is admissible eatimate. Furthermore, a relation between CPCE and principal components estimate given in [4] is derived. |
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| Keywords: | Growth curve model Mean square error Admissibility Combinatorial principal components estimate |
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