椭球约束与广义岭型估计  

Ellipsoidal Restriction and Generalized Ridge Estimation

作　　者：杨婷[1] 杨虎[1] 

机构地区：[1]重庆大学数理学院信息与计算科学系,重庆400044

出　　处：《应用概率统计》2003年第3期232-236,共5页Chinese Journal of Applied Probability and Statistics

摘　　要：对于线性回归模型,针对设计矩阵的病态问题,考虑了回归系数的椭球约束,获得了椭球约束下线性模型的参数估计—广义岭型估计,并进一步研究了它的一些性质如有偏性以及MDE(mean dispersion error)有效性等。Consider the linear regression model In term of the approximate multicollinearity of matrix X, paper constrains the regression coefficient β and obtains generalized ridge estimation of the linear model's parameter under the ellipsoidal restriction. Then discusses its properties, such as biased property, and MDE - superiority comparisons between generalized ridge estimation and generalized least squares estimation.

关 键 词：回归系数 椭球约束 广义岭型估计 

分 类 号：O212.4[理学—概率论与数理统计]