三种参数估计方法的比较与启示

Comparison and Enlightenment about Three Methods of Parameter Estimation

对回归模型进行参数估计时,常用的两种重要方法是普通最小二乘法和最大似然法。随着社会的发展,普通最小二乘法的不足之处日益显现,另一种新的参数估计方法——累积法的推广和运用,为我们提供了新的研究思路。本文通过对这三种参数估计方法进行分析与比较,得出了一些新的启示。

We often estimate the return model parameter by ordinary least squares and maximum likelihood. Along with society＇s development, the deficiency of ordinary least squares is more remarkable. A new method of parameter estimation - accumulation have provided the new mentality of research for us. I will compare the three methods to obtain some new enlightenment.