| 非齐次等式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.非齐次等式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,2011,32(5):27-31. |
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| 作者姓名： | 农秀丽 |
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| 作者单位： | 广西民族师范学院数学与计算机科学系,广西崇左,532200 |
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| 基金项目： | 广西自然科学基金，广西高校优秀人才资助项目，广西民族师范学院基金 |
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| 摘 要： | 时非齐次等式约束线性回归模型回归系数提出广义条件岭估计.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和狭义条件岭估计.
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| 关 键 词： | 广义条件岭估计 均方误差 均方误差矩阵 |
The Generalized Conditional Ridge-type Estimation of Regression Coefficient in Restricted Linear Regression Model |
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| Nong Xiuli.The Generalized Conditional Ridge-type Estimation of Regression Coefficient in Restricted Linear Regression Model[J].Journal of Xiangnan University,2011,32(5):27-31. |
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| Authors: | Nong Xiuli |
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| Institution: | Nong Xiuli(Department of Mathematics and Computer Science,Guangxi Normal Universty for Nationalities,Chongzuo 532200,China) |
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| Abstract: | In this article,we are to propose the generalized conditional ridge-type estimation of regression coefficient in restricted linear regression model.It is proved that is restricted admissible and superior to the restricted least squares estimation and conditional ridge-type 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 mean squares error matrix |
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