| 约束线性模型的条件部分根方估计 |
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| 引用本文： | 钱峰,吕效国.约束线性模型的条件部分根方估计[J].大学数学,2011,27(1):124-127. |
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| 作者姓名： | 钱峰 吕效国 |
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| 作者单位： | 南通大学,理学院,江苏,南通,226007 |
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| 基金项目： | 江苏省高校自然科学基金 |
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| 摘 要： | 对于线性约束下的线性回归模型,针对设计矩阵的病态问题,提出一种条件部分根方估计.并在均方误差矩阵准则和Pitman Closeness准则下,比较了条件部分根方估计相对于约束最小二乘估计的优良性.
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| 关 键 词： | 条件部分根方估计 约束最小二乘估计 均方误差矩阵准则 Pitman Closeness准则 |
Conditional Partial Root Estimator of Parameters in Ristricted Linear Model |
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| QIAN Feng,LV Xiao-guo.Conditional Partial Root Estimator of Parameters in Ristricted Linear Model[J].College Mathematics,2011,27(1):124-127. |
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| Authors: | QIAN Feng LV Xiao-guo |
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| Institution: | QIAN Feng,LV Xiao-guo(School of Science,Nantong University,Nantong,Jiangsu 226007,China) |
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| Abstract: | In term of the approximate multicollinearity of matrix,we propose a conditional partial root estimator of coefficient in the ristricted linear model.Under the mean square error matrix criterion and Pitman Closeness criterion,the conditional partial root estimator is compared with RLS estimator.And the superiority is achieved. |
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| Keywords: | conditional partial root estimator ristricted least square estimator mean square error matrix criterion Pitman Closeness criterion |
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