简约SUR模型参数的协方差改进估计  

Covariance Improved Estimator of the Parameter in Reduced Seemingly Unrelated Regression Model

作　　者：张莉莉[1] 

机构地区：[1]山西农业大学文理学院,太谷030801

出　　处：《大学数学》2011年第2期119-122,共4页College Mathematics

基　　金：山西农业大学科技创新基金资助项目(2011011)

摘　　要：考虑了SUR模型及其两个简约模型,给出简约模型下未知回归系数及其可估函数的协方差改进估计,并证明了在一定条件下该估计仍然是相应参数在原模型下的协方差改进估计.We consider seemingly unrelated regression model and its two reduced models,give the covariance improved estimator of the unknown regression coefficient and their estimable functions under the reduced model,and prove that this estimator remains covariance improved estimator of corresponding parameter in the seemingly unrelated regression model on some conditions.

关 键 词：SUR模型 简约模型 协方差改进估计 

分 类 号：O212.1[理学—概率论与数理统计]