| 截断回归模型参数的非参数最小二乘估计 |
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| 引用本文： | 林华珍,柴根象. 截断回归模型参数的非参数最小二乘估计[J]. 数学研究及应用, 1993, 13(2): 177-184 |
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| 作者姓名： | 林华珍 柴根象 |
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| 作者单位： | 成都科技大学应用数学系;四川大学数学系 |
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| 基金项目： | This work is supported by Natural Science foundation Grant of China. |
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| 摘 要： | 本文考虑截断回归模型,给出了基于截断数据估计回归参数的一种新方法,此处并不设定残差分布.我们使用早先的关于误差分布非参数估计的结果,在某些正则条件下建立了估计量的相合性.并给出实例说明我们的结果是Heckman(1979)-项工作的本质改进.
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| 关 键 词： | 截断回归模型 最小二乘 非参数估计 |
| 收稿时间： | 1990-05-05 |
A Nonparametric Least Square Estimation of the Slope Parameters in the Truncated Regression Model |
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| Lin Huazheng and Chai Genxiang. A Nonparametric Least Square Estimation of the Slope Parameters in the Truncated Regression Model[J]. Journal of Mathematical Research with Applications, 1993, 13(2): 177-184 |
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| Authors: | Lin Huazheng and Chai Genxiang |
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| Affiliation: | Chengdu Science and Technology College;Sichuan University; China |
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| Abstract: | In this paper, we consider the truncated regression model. A new method of estimating the regression parameters based on truncted data is given. The residual distri-bution is allowed to be unspecified. Using the conclusions on nonparametric estimation of error distributions in our work early, we obtain consistency of the estimation under some regular conditions. An example is used to show that our results is an improvement of Heckman's work (1979) essentially. |
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