线性模型中回归系数广义岭估计的小样本性质

Small-sample properties for generalized ridge estimator of regression coefficients in linear regression model

在均方误差矩阵准则和Pitman closeness(PC)准则下讨论了线性回归模型中回归系数的广义岭估计相对于最小二乘估计的优良性及其相对效率的界.

Under the mean square error matrix （MSEM） criterion and Pitman closeness （PC） criterion, the superiorities of the generalized ridge estimator over the least square estimator was studied, and the boundaries of their relative efficiencies for the linear regression model were presented.