| 一类线性回归模型的参数估计 |
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| 引用本文： | 甘胜进,王琼瑾.一类线性回归模型的参数估计[J].华中师范大学学报(自然科学版),2021,55(3):351-355. |
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| 作者姓名： | 甘胜进 王琼瑾 |
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| 作者单位： | 福建师范大学福清分校电子与信息工程学院,福建福清350300;台湾政治大学统计学系,台北11605;华东师范大学经济与管理学部统计学院,上海20062 |
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| 基金项目： | 福建省自然科学基金;福建师范大学福清分校高级别培育项目 |
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| 摘 要： | 考虑一类多总体线性回归模型,其特点是它们均具有部分相同回归系数.采用各个子总体内样本利用最小二乘方法估计回归参数,然后依据样本容量进行加权估计公共回归系数,最后把公共回归系数回代到各个线性回归模型,利用最小二乘方法估计不同部分系数.理论结果表明,此种方法得到的估计量,不仅是无偏估计,而且方差比用单个子总体样本得到的最小...
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| 关 键 词： | 多总体 线性模型 最小二乘估计 |
| 收稿时间： | 2021-06-16 |
Estimation for a class of linear regression models |
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| GAN Shengjin,WANG Qiongjin.Estimation for a class of linear regression models[J].Journal of Central China Normal University(Natural Sciences),2021,55(3):351-355. |
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| Authors: | GAN Shengjin WANG Qiongjin |
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| Institution: | 1.School of Electronical and Information Engineering， Fuqing Branch of Fujian Normal University， Fuqing，Fujian 350300，China； 2.Department of Statistics， Chengchi University，Taipei 11605，China；3.Department of Statistics of Faculty， Economy and Management， East China Normal University， Shanghai 200062， China |
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| Abstract: | In this paper， a class of linear models with multi-populations are considered. They have a partial regressional coefficients in common. Weight average of all populations's ordinary least squares is proposed to estimate the same partial regressional coefficients， which is then put into each linear regressional models to estimate the other coefficients by ordinary least squares. It is verified that the estimators proposed are not only unbiased， but also have smaller convariance matraces compared with estimators by each populations's ordinary least squares. Simulations demonstrated that our method is efficient. |
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| Keywords: | multi-populations linear regression model ordinary least estimate |
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