摘要
运用线性约束下回归模型的参数估计和异方差回归模型的参数估计方法,给出线性约束下的异方差回归模型的参数估计公式,比较该模型的残差平方和与无约束异方差回归模型的残差平方和的大小,利用此结论对模型的进一步研究和应用具有一定的理论和实际价值。
This paper, with the methods to estimate parameters in the linear constraint regression modal and heteroscedastic regression model, gives an expression of estimated parameters in heteroscedastic regression model under linear constraint. The residual sums of squares of above model and unconstrained heteroscedastic regression model are compared. By this conclusion, the model can be more researched and applied which has some practical and theoretical significance.
出处
《黄冈职业技术学院学报》
2009年第2期36-37,共2页
Journal of Huanggang Polytechnic
关键词
线性约束
异方差回归模型
参数估计
Linear constraint
Heteroscedastic regression inodel
Estimation of parameters
