| 齐次线性约束回归模型参数的主成分压缩估计 |
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| 引用本文： | 胡俊航,童恒庆.齐次线性约束回归模型参数的主成分压缩估计[J].数学的实践与认识,2017(11):193-198. |
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| 作者姓名： | 胡俊航 童恒庆 |
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| 作者单位： | 1. 河南质量工程职业学院质量科学研究中心,河南平顶山,467001;2. 武汉理工大学理学院,湖北武汉,430070 |
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| 基金项目： | 国家自然科学基金(81271513 |
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| 摘 要： | 当设计矩阵X复共线时,对齐次线性约束回归模型参数的约束最小二乘估计进行改进,提出参数的主成分压缩估计,并对新参数估计的性质进行了讨论,最后进行了数值模拟,验证了算法的参数估计优于约束最小二乘估计.
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| 关 键 词： | 线性约束回归 参数估计 约束最小二乘估计 主成分压缩估计 |
The Principal Component Shrinkage Estimates of the Parameters in Homogeneous Linearly Constrained Regression Model |
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| HU Jun-hang,TONG Heng-qing.The Principal Component Shrinkage Estimates of the Parameters in Homogeneous Linearly Constrained Regression Model[J].Mathematics in Practice and Theory,2017(11):193-198. |
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| Authors: | HU Jun-hang TONG Heng-qing |
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| Abstract: | If design matrix Xis multicollinear in homogeneous linearly constrained regression model,proposes the principal component shrinkage estimates of the parameters to improve the constrained least squares estimates of parameters.The excellent statistical properties of new parameters estimators are discussed.Finally,Numerical simulation is done.It verifies that the principal component shrinkage estimate is more excellent than the constrained least squares estimate. |
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| Keywords: | Linearly constrained regression Parameter estimate Constrained least squares estimate Principal component shrinkage estimate |
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