| 两个半相依回归系统参数的Stein估计 |
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| 引用本文： | 陈建伟.两个半相依回归系统参数的Stein估计[J].华侨大学学报(自然科学版),1993,14(2):154-158. |
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| 作者姓名： | 陈建伟 |
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| 作者单位： | 华侨大学管理信息科学系 |
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| 基金项目： | 国务院侨办基金资助课题 |
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| 摘 要： | Zellner等学者研究了一类相依回归系统中参数的最小二乘估计的改进,这些改进估计都是无编估计且具有许多优良性质,但是当设计阵呈病态时这些改进估计不再被认为是良好估计.本文提出了一种有偏Stein估计,证明了在设计阵呈病态时Stein估计的优良性质.
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| 关 键 词： | 半相依回归 斯坦因估计 无偏估计 |
Stein Estimate of the Parameters in Two Semingly Unrelated Regression Systems |
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| Chen Jianwei.Stein Estimate of the Parameters in Two Semingly Unrelated Regression Systems[J].Journal of Huaqiao University(Natural Science),1993,14(2):154-158. |
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| Authors: | Chen Jianwei |
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| Institution: | Department of Management Information Science |
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| Abstract: | One kind of least square estimators of the parameters in two seemingly unrelated regression systems have been improved by Zellner,et al(1).These improved estimatora are all unbiased estimators with a lot of advantages,however,they are no longer considered to be well estimators in case the design matrix is ill-conditioning.In this paper,the author proposes one kind of biased Stein estimators;and demonstrates the advantages of Stein estimatiors in case the design matrix is ill-conditioning. |
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| Keywords: | semingly unrelated regression systems two step estimate covariance improved estimation |
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