正态回归模型中未知参数几种估计的比较分析

A Comparative Analysis of Several Estimators of Unknown Parameters in Normality Linear Regression Model

给出了正态回归模型中未知参数的无偏估计,最小二乘估计与极大似然估计及其求解过程,并通过数值模拟说明了异同点,验证了相应的结论。

In this paper the author mainly gives the least square estimator, maximum likelihood estimator and unbi ased estimator of unknown parameters in normality linear regression model, and the simulation study illustrates our conclusions.