| 回归系统广义岭型主成分两步估计的优良性质 |
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| 引用本文： | 黄云腾,朱宁,赵肖肖,黄敦明.回归系统广义岭型主成分两步估计的优良性质[J].桂林电子科技大学学报,2012(3):244-248. |
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| 作者姓名： | 黄云腾 朱宁 赵肖肖 黄敦明 |
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| 作者单位： | 桂林电子科技大学 数学与计算科学学院,广西 桂林 541004 |
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| 基金项目： | 国家自然科学基金(71001015) |
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| 摘 要： | 针对两步估计问题,在设计阵成病态的情形下,探讨了残差变量相关的多个方程回归系统如何转化为一般线性模型;与有偏估计相结合,得到该方程系统未知参数的估计模型———m 个相关方程回归系统的广义岭型主成分有偏两步估计;证明了该估计在相对效率的意义上比一般的两步估计、主成分两步估计、岭型主成分两步估计的效率高.
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| 关 键 词： | 有偏两步估计 相关方程回归系统 相对效率 |
The good nature of two-step estimation of generalized ridge and principal components of regression system |
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| Huang Yunteng,Zhu Ning,Zhao Xiaoxiao,Huang Dunming.The good nature of two-step estimation of generalized ridge and principal components of regression system[J].Journal of Guilin Institute of Electronic Technology,2012(3):244-248. |
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| Authors: | Huang Yunteng Zhu Ning Zhao Xiaoxiao Huang Dunming |
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| Affiliation: | (School of Mathematics and Computational Science,Guilin University of Electronic Technology,Guilin 541004,China) |
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| Abstract: | Aiming at two-step estimation,the way of the multiple equation regression system transposing to a general linear model is discussed.Combining with the biased two-step estimation,a model for the estimation of unknown parameters of the regression system is obtained when its design matrix is pathological.It is proved that the biased two-step estimation is more efficient in the sense of the relative efficiency compared with the general two-step estimation,the two-step estimation of the principal component and the two-step estimation of ridge and principal components. |
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| Keywords: | biased two-step estimation regression system of related equation relative efficiency |
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