线性回归模型中参数的平衡LS估计的性质

Properties of the balanced LS estimation in linear regression model

针对平衡LS估计这一类含参数t和参数矩阵L的估计,讨论了t和L的取值对平衡LS估计优良性的影响,得到了平衡LS估计在某些准则下优于OLS估计的条件。

For the balanced LS estimation which is a kind of estimation containing the parameter t and the parameter matrix L,we discussed the effects of the values of t and L on the property of the balanced LS estimation,and under some criterion we gained some conditions on which the balanced LS estimation is better than the OLS estimation.