参数仪器变量估计近似分布方差的一种算法

A Calculation of Variance of the Approximate Distribution of an Instrumental Variable Estimator of the Parameter

本文对更一般的结构模型给出了参数的一种常用的仪器变量估计近似分布方差的一种算法．并且给出了未知真值x服从指数分布的例子．此算法对生物科学中统计规律的探讨有一定的应用价值．

This paper has given a calculated method of variance of the approximate distribution of the parameter estimator that is an instrumental variable in the very general structural models,and has given an example,in which true x_t value is distributed as an exaponential random variable.This calculation has a certain applied value in investigation of the statistical rules of the biological science.