摘要
在错误指定的回归模型和线性约束条件下，于ＰＣ准则下，比较了回归系数的有约束的最小二乘估计（ＲＬＳＥ）相对于通常的最小二乘估计（ＬＳＥ）的优良性．也对预测情形类似的问题进行了讨论．
Under the misspecified regression model and incorrect linear restriction, the restricted least square estimator (RLSE) is compared with ordinary least square estimator (LSE) and the superiority of RLSE over LSE is achieved based on the pitman Closeness (PC) criterion. Finally the superiority of the RLSE-predictor over the LSE-predictor is.examined.
基金
国家自然科学基金
国家教委博士点基金
关键词
PC准则
回归模型
最小二乘估计
错误指定模型
PC Criterion, Misspecified Regression Model, Incorrect Linear Restriction, Least Square Estimator,Restricted Least Square Estimator.
