| 相依回归系统的主成分改进估计 |
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| 引用本文： | 安军. 相依回归系统的主成分改进估计[J]. 武汉大学学报(理学版), 1996, 0(3) |
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| 作者姓名： | 安军 |
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| 作者单位： | 武汉大学数学系!武汉430072 |
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| 摘 要： | 对两个相依方程组成的回归系统,当设计矩阵呈病态时,提出了回归系数的一个主成分估计β_1**(k)及其相应的两步估计β_1**(k,T),并在均方误差意义下研究了它们的优良性质。
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| 关 键 词： | 最小二乘估计 主成分估计 均方误差 |
THE IMPROVED PRINCIPAL COMPONENTS ESTIMATE IN SEEMINGLY UNRELATED REGRESSION SYSTEM |
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| An Jun. THE IMPROVED PRINCIPAL COMPONENTS ESTIMATE IN SEEMINGLY UNRELATED REGRESSION SYSTEM[J]. JOurnal of Wuhan University:Natural Science Edition, 1996, 0(3) |
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| Authors: | An Jun |
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| Abstract: | For a seemingly unrelated regression system consisting of two equations, in this paper, both a kind of improved principal components estimate and its two-stage estimate are proposed and their optimal properties are respectively discussed in the sense of mean squared error (MSE). |
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| Keywords: | least squares estimate (LSE) principal components estimate mean squared error (MSE) |
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