线性约束与随机约束混合模型的构建和模型参数的估计  

Construction of a Mixed Model With Linear Restriction and Stochastic Restriction and the Corresponding Parameter Estimation

作　　者：胡俊航[1] 童恒庆[2] 

机构地区：[1]河南质量工程职业学院经济与管理系,河南平顶山467001 [2]武汉理工大学理学院,武汉430070

出　　处：《统计与决策》2017年第1期20-23,共4页Statistics & Decision

基　　金：国家自然科学基金资助项目(91324201)

摘　　要：在线性约束回归模型和随机约束混合模型的基础上,文章构建了线性约束与随机约束混合模型,给出了新模型参数β_(RM)和λ估计的方法,并讨论了估计参数的性质。研究结果对新模型的进一步改进和应用具有重要意义。In this paper, the mixed model with linear restriction and stochastic restriction is built on the basis of the regres- sion model with linear restriction and the mixed model with stochastic restriction. The estimation methods of parameters βRM and λ are presented in the new model. And the properties of estimated parameters are discussed.The conclusions have gained some theoretical and practical significance for more research and application.

关 键 词：线性约束 随机约束 混合模型 参数估计 

分 类 号：O213.1[理学—概率论与数理统计]