部分线性模型的两参数估计  

Two-Parameter Estimation in Partially Linear Model

作　　者：王欢 WANG Huan(Department of Basic Education,Shangqiu Institute of Technology,Shangqiu 476000,Henan,China)

机构地区：[1]商丘工学院基础教学部,河南商丘476000

出　　处：《兰州文理学院学报（自然科学版）》2023年第1期18-24,共7页Journal of Lanzhou University of Arts and Science(Natural Sciences)

摘　　要：针对部分线性模型中线性部分存在的复共线性问题,在轮廓最小二乘法的基础上提出该模型的两参数估计,在均方误差阵准则下证明了该两参数估计优于轮廓最小二乘估计、岭估计,Liu估计,最后进行数值模拟验证所提估计的优良性.Aiming at the multicollinearity of the partially linear model,two-parameter estimation of the model was given on the basis of the profile least squares method.Under the mean square error matrix criterion,it was proved that the two-parameter estimation was superior to the contour least squares estimation,ridge estimation and Liu estimation.Finally,numerical simulation was carried out to verify the superiority of the proposed estimation.

关 键 词：部分线性模型 复共线性 两参数估计 均方误差阵 

分 类 号：O212.1[理学—概率论与数理统计]