| 线性模型回归系数的c-(K,S)型估计的小样本性质 |
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| 引用本文： | 耿贵珍,何晓群. 线性模型回归系数的c-(K,S)型估计的小样本性质[J]. 数学的实践与认识, 2009, 39(14) |
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| 作者姓名： | 耿贵珍 何晓群 |
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| 作者单位： | 中国人民大学,应用统计科学研究中心,北京,100872 |
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| 基金项目： | 教育部人文社会科学重点研究基地 |
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| 摘 要： | 根据线性回归模型Y=Xβ+,εE(ε)=0,COV(ε)=σ2,对回归系数的有偏估计c-(K,S)型估计进一步研究;讨论了c-(K,S)型估计的基本性质;并在均方误差阵(M SEM)准则下讨论了c-(K,S)型估计相对于最小二乘估计的优良性,有助于线性回归系数有偏估计的进一步改进.
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| 关 键 词： | 线性回归模型 c-(K,S)型估计 均方误差阵准则 最小二乘估计 |
Small-sample Properties for c-(K,S)Class Estimator in Linear Regression Model |
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| GENG Gui-zhen,HE Xiao-qun. Small-sample Properties for c-(K,S)Class Estimator in Linear Regression Model[J]. Mathematics in Practice and Theory, 2009, 39(14) |
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| Authors: | GENG Gui-zhen HE Xiao-qun |
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| Abstract: | According to the linear model Y=Xβ+ε,E(ε)=0,COV(ε)=σ2,this paper focuses on the further studies on the c-(K,S) class estimator of the coefficients biased estimation;then gives some properties of the c-(K,S) class estimator;the superiorities of the c-(K,S) class estimator over the least square estimator is studied under the mean square error matrix(MSEM) criterion,which can improve the coefficients biased estimation. |
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| Keywords: | linear regression model c-(K,S) class estimator mean square error matrix(MSEM) criterion least square estimator |
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