| 引用本文： |
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朱宁,徐标,李兵.半相依回归系统参数的Stein型主成分改进估计[J].广西科学,2006,13(3):184-186,193. [点击复制]
- ZHU Ning,XU Biao,LI Bing.The Stein-type Principal Components Adjusted Estimate of the Parameters in Seemingly Unrelated Regression System[J].Guangxi Sciences,2006,13(3):184-186,193. [点击复制]
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| 摘要: |
| 将Stein压缩思想与主成分改进估计相结合,研究两个半相依回归系统.当设计阵呈病态时,提出Stein型主成分改进估计,同时,给出当V未知时的两步估计.证明在均方误差意义下,Stein型主成分改进估计局部优于主成分改进估计和协方差改进估计. |
| 关键词: 半相依回归系统 协方差改进估计 Stein型主成分改进估计 两步估计 |
| DOI： |
| 投稿时间：2005-12-19修订日期：2006-03-22 |
| 基金项目: |
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| The Stein-type Principal Components Adjusted Estimate of the Parameters in Seemingly Unrelated Regression System |
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ZHU Ning, XU Biao, LI Bing
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| (Department of Computational Science and Mathematics, Guilin University of Electronic Technology, Guilin, Guangxi, 541004, China) |
| Abstract: |
| We would relate Stein-Type Shrunken thingking to the principal components adjusted estimate to study a seemingly unrelated regression system.A Stein-Type principal Components adjusted estimate is proposed as the design matrix is ill-conditioned while giving two-age estimate when V is unknown.Under the criteria of means square error, the Stein-Type principal components adjust estimate is better than the principal components adjust estimate and covariance adjusted estimate. |
| Key words: the seemingly regression covariance adjusted estimate Stein-type principal components adjusted estimate two-stage estimate |
