| 齐次等式约束线性回归模型条件根方估计的效率 |
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| 引用本文： | 农秀丽,董心灵.齐次等式约束线性回归模型条件根方估计的效率[J].数值计算与计算机应用,2011,32(4):239-242. |
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| 作者姓名： | 农秀丽 董心灵 |
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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;中国防卫科技学院基础部,北京101601 |
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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： | 对齐次等式约束线性回归模型回归系数的约束最小二乘估计提出改进，引入一种估计的相对效率，证明在一定条件下，狭义条件根方估计、广义条件根方估计的效率均高于约束最小二乘估计的效率．
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| 关 键 词： | 根方估计 估计效率 均方误差 |
THE RELATIVE EFFICIENCY OF THE CONDITIONAL ROOT SQUARES ESTIMATION IN RESTRICTED LINEAR MODEL |
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| Nong Xiuli,Dong Xinling.THE RELATIVE EFFICIENCY OF THE CONDITIONAL ROOT SQUARES ESTIMATION IN RESTRICTED LINEAR MODEL[J].Journal on Numerical Methods and Computer Applications,2011,32(4):239-242. |
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| Authors: | Nong Xiuli Dong Xinling |
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| Affiliation: | Nong Xiuli Dong Xinling (Department of Mathematics and Computer science Guangxi Normal University for Nationalities,Chongzuo 532200,Guangxi,China,Department of Basic,China Defense Science and Technology University,Beijing 101601,China) |
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| Abstract: | The problem of improving the least squares estimate is considered in the linear regression model.The relative efficiency of estimation is proposed.It is proved that the relative efficiency of the generalized root squares estimation is not lower than that of root squares estimation. |
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| Keywords: | Root squares estimation The relative efficiency Mean squares error |
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