生产函数模型中参数的Minimax估计及应用

Minimax estimation of parameters in production function model and its applications

生产函数模型中参数的估计问题是生产函数建模和统计推断的重要环节 ,也是用于测算科技进步的重要手段 .在实际问题中 ,由于数据的原因 ,用传统的最小二乘估计得到的结果与实际解释会产生较大的偏差 .文章介绍有效利用先验信息进行模型参数估计的Minimax估计方法 ,并给出了一种迭代算法 。

The parameter estimation in product function model is an important step in model building and statistical inference of production function,and also is a main tool for measuring science and technology development.However,in practice there are exist some errors between real explanation and computing result by using classical least square estimation due to the source of data.A Minimax estimation method is introduced in production function model by using prior information,and a iterative algorithm is given.Finally a real data is used for illustration.