| 带线性约束的回归模型参数估计的新研究 |
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| 引用本文： | 吴平,王中艳,陈兰花. 带线性约束的回归模型参数估计的新研究[J]. 数学理论与应用, 2010, 0(4): 103-106 |
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| 作者姓名： | 吴平 王中艳 陈兰花 |
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| 作者单位： | 空军雷达学院基础部,武汉430019 |
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| 摘 要： | 针对一般带约束的最小二乘估计(ORLSE)在参数估计中处理复共线性的不足,引入随机线性约束,提出了约束k-d估计方法。在均方误差(MSE)下,讨论了它的性质,得到了四个主要结果,与带约束的最小二乘估计ORLSE、约束岭估计(RRE)和约束型Liu估计比较,得出更好的结论。
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| 关 键 词： | 线性回归 复共线性 k-d型估计 均方误差 |
New Research on An Estimation of Parameter For the Linear Model with Linear Restrictions |
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| Wu Ping Wang Zhongyan Chen Lanhua. New Research on An Estimation of Parameter For the Linear Model with Linear Restrictions[J]. Mathematical Theory and Applications, 2010, 0(4): 103-106 |
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| Authors: | Wu Ping Wang Zhongyan Chen Lanhua |
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| Affiliation: | Wu Ping Wang Zhongyan Chen Lanhua(Department of The Basics,AFRA,Wuhan,430019) |
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| Abstract: | In order to overcome the shortage of the multicollinearity in ordinary restricted least square estimation with parameter estimate,based on the stochastic linear restrictions,a new estimation as restricted linear k-d-type estimation is proposed.In the mean squared error sense,discuss its properties,get three main results,compare with the ordinary restricted least squares estimation,and the restricted ridge estimation,the method we proposed was superior. |
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| Keywords: | Linear regression Multicollinearity k-d estinmate Mean square error sense |
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