| 单相关回归模型的效率及其模拟分析 |
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| 引用本文： | 佟毅.单相关回归模型的效率及其模拟分析[J].大学数学,1999(2). |
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| 作者姓名： | 佟毅 |
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| 作者单位： | 抚顺石油学院 |
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| 摘 要： | 本文研究一类单相关回归模型的效率及其应用，证明了对单相关回归模型的任一可估函数ｃ′β＝ｃ′（Ｘ′Ｘ）－Ｘ′Ｙ的最小二乘估计（ＬＳ）都是最佳线性一致无偏估计（ＢＬＵ），给出了这类模型的均方误差比效率的下确界（ｉｎｆρＭＳＥＲ）．同时研究了用最小二乘估计代替最佳线性一致无偏估计时应注意的问题
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| 关 键 词： | 回归模型 效率 下界 |
The Efficiency of a Single Related Regression Model and Its Simulated Analysis |
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| Tong Yi.The Efficiency of a Single Related Regression Model and Its Simulated Analysis[J].College Mathematics,1999(2). |
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| Authors: | Tong Yi |
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| Abstract: | In this paper, We have discussed the efficiency and application of a single related Regression model. It turned out that least square estimate ( LS ) of any estimatable function of a single related regression model is best linear unbiased estimate ( BLU ). The efficiency lower bound of the mean squared error ratio (inf ρ MSER ) is given. The matters to which attention should be payed are studies when least square estimate ( LS ) is used instead of the best linear unbiased estimate ( BLU ). |
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| Keywords: | regression model relative efficiency lower bound |
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