关于回归参数估计方法的探究

Research on the methods of estimation of parameters in linear model

线性模型广泛应用于工业、生产、经济、社会等领域,本文对模型中的参数作了最小二乘估计,讨论了最小二乘估计的优点和缺点。针对这种方法的不足,提出了对模型参数的线性约束估计,同时对其优点作了讨论。

Linear Model is applied extensively in the fields of industry,production,economics,society and so on.We researched the Least Square estimation on the parameters of the linear model and discussed the advantages and disadvantages of this method.Then,to improve this method,we put forward linear constrained estimation to the parameters of the linear model and we also discussed the advantages of that method.