| 分块半相依线性回归模型的参数估计 |
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| 引用本文： | 张莉莉,史建红,乔建国.分块半相依线性回归模型的参数估计[J].数学研究,2008,41(1):97-102. |
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| 作者姓名： | 张莉莉 史建红 乔建国 |
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| 作者单位： | 1. 山西省晋中学院师范分院,榆次,山西,030600
2. 山西师范大学数学与计算机科学学院,临汾,山西,041004 |
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| 基金项目： | 山西师范大学校科研和教改项目 |
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| 摘 要： | 考虑一般的分块半相依线性回归（SUR）模型及其相应的简约模型，给出简约模型下未知回归系数及其可估函数的协方差改进估计仍是分块SUR模型下相应参数的协方差改进估计的一个充要条件．
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| 关 键 词： | 分块半相依线性回归漠型 简约模型 协方差改进估计 |
| 修稿时间： | 2006年10月21 |
Parameter Estimation in Partitioned Seemingly Unrelated Regression Model |
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| Zhang Lili,Shi Jianhong,Qiao Jianguo.Parameter Estimation in Partitioned Seemingly Unrelated Regression Model[J].Journal of Mathematical Study,2008,41(1):97-102. |
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| Authors: | Zhang Lili Shi Jianhong Qiao Jianguo |
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| Institution: | Zhang Lili Shi Jianhong Qiao Jianguo ( 1. Branch Normal College of Jinzhong University, Yuci Shanxi 030600;2. Sc.hool of Mathematics and Computer Science, Shanxi Normal University , Linfen Shanxi 041004) |
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| Abstract: | In this paper, we consider a general partitioned seemingly unrelated regression model and it＇s corresponding reduced models,Wgive a sufficient and necessary condition for the covariance mprovement estimator of thd umknown regression coefficient and their estimable fumctions under the reduced model remains covariance improvement estimator in the partitioned seemingly mrclatcd regrcssion model. |
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| Keywords: | partitioued seemingly unrelated regression model reduced models covariauce improvement estiinatoir |
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