线性混合模型参数的部分岭型谱分解估计

Partial Ridge-Type Spectral Decomposition Estimate in Linear Mixed Model

对于随机效应部分为一般平衡多项分类的线性模型,将王松桂等[1]提出的一种称之为谱分解估计(SDE)的参数估计新方法推广到具有病态设计阵的线性模型,提出了部分岭型谱分解估计,通过类似于主成分估计的降维模型变换,可以很方便的研究它的抗干扰性和其它重要性质.本文的结果可以很方便的应用于Panel模型.

As to the linear model with its random effect being common balance multiple classification, Wang and Yin introduced a new parameter estimation method called the spectral decomposition estimate （SDE）. In this paper, we generalize the SDE into the situation when the design matrix is ill-conditioned and propose the partial ridge-type spectral decomposition estimate. Through the model transformation of dimensionality reduction which is similar to the principal component estimate, we can easily get that the new estimate has stronger noise-rejection ability and some other important properties. Furthermore, the results we get in the paper can also be easily used in Panel model.