| 一类相依回归系统参数的根方估计 |
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| 引用本文： | 陈世基,曾志斌.一类相依回归系统参数的根方估计[J].福建师范大学学报(自然科学版),1992,8(3):27-33. |
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| 作者姓名： | 陈世基 曾志斌 |
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| 作者单位： | 福建师大数学系，福建省统计局 |
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| 摘 要： | 本文提出了一类相依回归系统回归参数的根方估计,证明了当设计矩阵呈病态时,根方估计的均方误差小于协方差改进估计的均方误差。
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| 关 键 词： | 相依回归系统 均方误差 根方估计 |
Root Power Estimate of the Parameter in the Two Seemingly Unrelated Regression System |
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| Chen Shiji.Root Power Estimate of the Parameter in the Two Seemingly Unrelated Regression System[J].Journal of Fujian Teachers University(Natural Science),1992,8(3):27-33. |
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| Authors: | Chen Shiji |
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| Abstract: | In this paper, root power estimate of the regression parameter is proposed in the two seemingly unrelated regression system. It is proved that the mean square error of root power estimate is less than the mean square error of covariance improvement estimate when the design matrix is ill-conditioned. |
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| Keywords: | two seemingly unrelated regression system covariance improvement estimate mean square error root power estimate |
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