| 简约SUR模型参数的协方差改进估计 |
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| 引用本文： | 张莉莉.简约SUR模型参数的协方差改进估计[J].大学数学,2011,27(2):119-122. |
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| 作者姓名： | 张莉莉 |
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| 作者单位： | 山西农业大学文理学院; |
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| 基金项目： | 山西农业大学科技创新基金资助项目(2011011) |
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| 摘 要： | 考虑了SUR模型及其两个简约模型,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,并证明了在一定条件下该估计仍然是相应参数在原模型下的协方差改进估计.
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| 关 键 词： | SUR模型 简约模型 协方差改进估计 |
Covariance Improved Estimator of the Parameter in Reduced Seemingly Unrelated Regression Model |
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| ZHANG Li-li.Covariance Improved Estimator of the Parameter in Reduced Seemingly Unrelated Regression Model[J].College Mathematics,2011,27(2):119-122. |
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| Authors: | ZHANG Li-li |
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| Institution: | ZHANG Li-li(College of Arts and Science,Shanxi Agricultural University,Taigu 030801,China) |
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| Abstract: | We consider seemingly unrelated regression model and its two reduced models,give the covariance improved estimator of the unknown regression coefficient and their estimable functions under the reduced model,and prove that this estimator remains covariance improved estimator of corresponding parameter in the seemingly unrelated regression model on some conditions. |
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| Keywords: | seemingly unrelated regression model reduced model covariance improved estimator |
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