摘要
本文提出了回归系数的一种新的有偏估计———综合岭估计，讨论了综合岭估计的优良性、可容许性等性质，给出了其迭代解和极小化均方误差的无偏估计解．在综合岭估计下，岭估计（包括广义岭估计）和根方估计（包括广义根方估计）作为其特例。
To improve on the LSE of the regression coefficient,a new biased estimate,Synthesized Ridge Estimate,is considered.For the new biased estimate,superiority over the LSE and admissibility are proved.Two methods for evaluating this estimate are introduced.This estimate includes the Ridge Estimate and Root Root Estimate.Under the Synthesized Ridge Estimate,the Ridge Estimate and the Root Root Estimate are unified.
关键词
岭估计
线性回归模型
综合岭估计
回归系数
Regression
Ridge estimate
Generalized Ridge estimate
Root root estimate
Generalized root root estimate
