摘要
本文提出了约束线性模型下回归系数的条件根方估计和广义条件根方估计，证明了在一定的条件下，两者在均方误差意义都能很好地改进回归系数的约束最小二乘估计，并讨论了它们的可容许性及广义条件很方估计中未知参数的选取方法。
In this paper, We proposed the conditional root estimator and the generalized root estimator of coefficient gin restricted linear model. We showed that they had smaller mean squares error than the RLSE,and discussed the admissibility of the two estimators and the choice of the unknoen parameters of the generalixed conditional root estimator.
出处
《吕梁高等专科学校学报》
1999年第4期22-26,共5页
Journal of Luliang Higher College
关键词
条件根方估计
可容许性
约束线性模型
回归系数
Mesn squares error Conditional root estimator Generalized root estimator Admissibillity
