摘要
在均方误差矩阵（ＭＳＥＭ）准则和ＰｉｔｍａｎＣｌｏｓｅｎｅｓ（ＰＣ）准则下。
Under the mean square error matrix (MSE M) criterion and Pitman Closeness (PC) criterion, the mixed regression estimator (MRE) is compared with the least square estimator (LSE) and the superiority of MRE over LSE is achieved for the misspecified regression model.
基金
国家自然科学基金
国家教委博士点基金
中科院特支经费资助项目
关键词
混合估计
错误指定模型
线性回归
回归系数
misspecified regression model, mixed estimator, least square estimator, mean square error matrix criterion, Pitman Closeness criterion
