线性模型中一些有偏估计在MSE准则下的优良性  

Superiorities for Some Biased Estimators in Linear Regression Model under MSE Criterion

作　　者：王俊芳[1] 王石青[1] 

机构地区：[1]华北水利水电学院,河南郑州450011

出　　处：《华北水利水电学院学报》2008年第2期103-105,共3页North China Institute of Water Conservancy and Hydroelectric Power

基　　金：河南省自然科学基金资助项目(0611052600)

摘　　要：对于线性回归模型Y=Xβ+,εE(ε)=0,cov(ε)=σ2V,V≥0,针对设计阵多重共线性问题,给出了回归系数的几个有偏估计,并讨论在MSE准则下优于广义最小二乘估计的条件,解决了复共线性的回归问题.Considering linear regression models Y=Xβ＋ε,E（ε）=0,cov（ε）=σ^2V,V≥0 according to the approximate multicol-linearity of matrix, some biased estimators of regression coefficients are given,and the sufficient conditions are given,under which they are better than generalized least squares estimator under the MSE criterion,the problem of multivariate regression is also resolved.

关 键 词：岭估计 广义岭估计 广义最小二乘估计 有偏估计 均方误差 

分 类 号：O212.1[理学—概率论与数理统计]