| 线性模型中回归系数广义岭估计的相对效率 |
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| 引用本文： | 魏影. 线性模型中回归系数广义岭估计的相对效率[J]. 高师理科学刊, 2011, 31(3): 30-32. DOI: 10.3969/j.issn.1007-9831.2011.03.009 |
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| 作者姓名： | 魏影 |
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| 作者单位： | 安徽师范大学,数学计算机学院,安徽,芜湖,241000 |
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| 基金项目： | 安徽省高校自然科学研究重点项目(KJ2007A012) |
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| 摘 要： | 对于Gauss-Markov模型,给出了回归系数的广义岭估计相对于最小二乘估计的几种相对效率的上、下界,并讨论了它们之间的相互关系.
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| 关 键 词： | 线性回归模型 最小二乘估计 广义岭估计 相对效率 |
The relative efficiency about generalized ridge estimator of regression coefficients in linear model |
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| WEI Ying. The relative efficiency about generalized ridge estimator of regression coefficients in linear model[J]. Journal of Science of Teachers＇College and University, 2011, 31(3): 30-32. DOI: 10.3969/j.issn.1007-9831.2011.03.009 |
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| Authors: | WEI Ying |
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| Affiliation: | WEI Ying(School of Mathematics and Computer,Anhui Normal University,Wuhu 241000,China) |
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| Abstract: | For the Gauss-Markov model,gave the lower and upper bounds of several relative efficiencies of the generalized ridge estimator of regression coefficients over the least square estimator,and studied their relations. |
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| Keywords: | linear regression model least square estimator generalized ridge estimator relative efficiency |
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