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线性模型的一种新的几乎无偏两参数估计

A New Almost Unbiased Two Parameter Estimation for Linear Models
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摘要 文章针对线性模型中设计阵存在复共线性,提出了参数估计的一种新的几乎无偏两参数估计,在均方误差矩阵准则下,给出了新估计优于最小二乘估计、几乎无偏岭估计、几乎无偏Liu估计等估计的充分条件。通过数值模拟验证了相关理论结果。 Aiming'at the existence of multicollinearity in the design matrix of the linear model, this paper proposes a new al- most unbiased two-parameter estimation. Under the criterion of mean square error matrix, the paper gives sufficient conditions for the new estimation over the least-square estimation, almost unbiased ridge estimation, almost unbiased Liu estimation and so on. Finally the paper makes a numerical simulation to verify the relevant theoretical results.
作者 左卫兵 胡梅
出处 《统计与决策》 CSSCI 北大核心 2017年第24期18-21,共4页 Statistics & Decision
基金 河南省基础与前沿技术研究项目(142300410401) 河南省科技厅软科学项目(162400410106)
关键词 线性模型 复共线性 均方误差矩阵 两参数估计 几乎无偏两参数估计 linear model multicollinearity mean square error matrix two-parameter estimation almost unbiased two-pa-rameter estimation
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