随机解释变量回归模型的参数估计

PARAMETER ESTIMATION OF REGRESSION MODLE WITH RANDOM EXPLANATORY VARIBLES

本文研究解释变量含有随机误差的多元回归模型,提出了一种参数估计方法和相应的算法,同时分析了预测误差,给出了算例。

This paper studies a multivariate regression modle in which the explanatory varibles involves random errors. an algorithm of the parameter estimation is presented, and at the same time the prediction is analysed and an example is given.