| 约束线性回归模型回归系数的广义条件岭估计 |
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| 引用本文： | 农秀丽,彭展声.约束线性回归模型回归系数的广义条件岭估计[J].湘南学院学报,2008,29(5). |
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| 作者姓名： | 农秀丽 彭展声 |
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| 作者单位： | 南宁师范高等专科学校,广西,龙州,532400 |
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| 基金项目： | 广西教育厅科研资助项目 |
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| 摘 要： | 对齐次等式约束线性回归模型回归系数的岭估计进行推广，得出广义条件岭估计．证明了在一定的条件下，在均方误差矩阵、均方误差及广义均方误差意义下广义条件岭估计都优于约束最小二乘估计，并且证明了广义条件岭估计是回归系数的可容许估计．
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| 关 键 词： | 广义条件岭估计 均方误差矩阵 可容许性 |
Generalized Conditional Ridge-type Estimation of Regression Coefficient in Restricted Linear Regression Model |
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| NONG Xiu-li,PENG Zhan-sheng.Generalized Conditional Ridge-type Estimation of Regression Coefficient in Restricted Linear Regression Model[J].Journal of Xiangnan University,2008,29(5). |
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| Authors: | NONG Xiu-li PENG Zhan-sheng |
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| Institution: | NONG Xiu-li PENG Zhan-sheng(Nanning Teachers College,Guangxi Longzhou,Longzhou 532400,China) |
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| Abstract: | We propose the generalized conditional ridge-type estimation of regression coefficient in restricted linear regression model.We show that is restricted admissible and superior to the restricted least square,s estimation in terms of mean squares error and mean squares error matrix. |
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| Keywords: | generalized conditional ridge type estimation mean squares error matrix admissibility |
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