半变系数模型的两参数估计  

The Two-Parameter Estimation in Semi-varying Coefficient Model

作　　者：左卫兵 王欢 ZUO Wei-bing;WANG Huan(School of Mathematics and Statistics,North China University of Water Resources and Electric Power,Zhengzhou 450046,China)

机构地区：[1]华北水利水电大学数学与统计学院,河南郑州450046

出　　处：《兰州文理学院学报（自然科学版）》2020年第6期1-6,共6页Journal of Lanzhou University of Arts and Science(Natural Sciences)

基　　金：河南省基础与前沿技术研究计划(152300410112)。

摘　　要：针对半变系数模型中存在的复共线性问题,在轮廓最小二乘法的基础上提出了该模型的两参数估计,在均方误差阵准则下给出了该模型的两参数估计优于前人提出的岭估计的充分必要条件,最后通过数值模拟方法验证新估计的优良性.Aiming at the multicollinearity of the semi-varying coefficient model,two-parameter estimation of the model was given on the basis of the profile least squares method in semi-varying coefficient model.And the necessary and sufficient condition for the superiority of the two-parameter estimation over the ridge estimation proposed by the predecessors was derived.Finally,the numerical simulation method was used to verify the effectiveness of the new estimation.

关 键 词：半变系数模型 复共线性 轮廓最小二乘估计 两参数估计 

分 类 号：O212.1[理学—概率论与数理统计]