| 带随机线性约束的回归模型的参数估计 |
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| 引用本文： | 吴平,刘清国,李莎澜,朱四如.带随机线性约束的回归模型的参数估计[J].空军雷达学院学报,2011,25(1):45-47. |
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| 作者姓名： | 吴平 刘清国 李莎澜 朱四如 |
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| 作者单位： | 空军雷达学院基础部,武汉,430019 |
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| 摘 要： | 针对一般带约束的最小二乘估计(OCLSE)在参数估计中处理复共线性的不足,引入随机线性约束,提出了约束-d估计方法.在均方误差(MSE)下,讨论了它的性质,得到了3个主要结果,与带约束的最小二乘估计OCLSE、约束岭估计(RORE)比较,得出更好的结论.
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| 关 键 词： | 线性回归模型 病态阵 -d型估计 均方误差 |
Parameter Estimation for Regression Model With Random Linear Constraints |
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| WU Ping,LIU Qing-guo,LI Sha-lan,ZHU Si-ru.Parameter Estimation for Regression Model With Random Linear Constraints[J].Journal of Air Force Radar Academy,2011,25(1):45-47. |
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| Authors: | WU Ping LIU Qing-guo LI Sha-lan ZHU Si-ru |
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| Affiliation: | WU Ping,LIU Qing-guo,LI Sha-lan,ZHU Si-ru(Department of the Basics,AFRA,Wuhan 430019,China) |
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| Abstract: | In this paper,the random linearity is introduced,and an estimate method with-constraints presented,aimed at the problem that the ordinary constraint least-squares estimation(OCLSE) is insufficient to deal with the multiple collinearity in parameter estimation.The properties of the method are discussed in terms of MSE,the three major results obtained,and the better conclusions drawn by comparing them with OCLSE and restricted ordinary rigid estimation(RORE). |
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| Keywords: | linear regression model ill-conditioned matrix K-estimate mean square error(MSE) |
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