聚集数据广义线性模型参数的估计

The Estimators of the Parameters in the Generalized Linear Model with Aggregated Date

对于聚集数据的广义线性模型:Y=Xβ+u,Eu=0,Var(u)=σ2∑,提出了二种有偏估计:岭估计β(k)与改进岭估计β(k)。在均方误差意义下,研究了它们的优良性,并将岭估计与改进岭估计进行了比较,推广了有关文献中的结果。

For the generalized linear model with aggregated data： Y=Xβ＋u,Eu=0,Var（u）=σ2∑, this pa-per is built two kinds of biased estimators ： ridge estimator β（k） and improved ridge estimator β（k） which are discussed some superiority to the estimators in the sense of mean square error. Comparision between two kinds of estimators . This paper is extended from the result on relevant documents.