河南科学
河南科學
하남과학
HENAN SCIENCE
2013年
3期
258-261
,共4页
随机线性约束%新两参数估计%均方误差
隨機線性約束%新兩參數估計%均方誤差
수궤선성약속%신량삼수고계%균방오차
linear regression%new two parameters estimation%mean square error sense
针对带约束的最小二乘估计在参数估计中处理复共线性的不足,引入随机线性约束,提出了约束新两参数估计.并且得到在均方误差下,约束新两参数估计与约束最小二乘估计,约束岭估计和约束Liu估计相比的优良性.
針對帶約束的最小二乘估計在參數估計中處理複共線性的不足,引入隨機線性約束,提齣瞭約束新兩參數估計.併且得到在均方誤差下,約束新兩參數估計與約束最小二乘估計,約束嶺估計和約束Liu估計相比的優良性.
침대대약속적최소이승고계재삼수고계중처리복공선성적불족,인입수궤선성약속,제출료약속신량삼수고계.병차득도재균방오차하,약속신량삼수고계여약속최소이승고계,약속령고계화약속Liu고계상비적우량성.
@@@@In order to overcome the shortage of the multicollinearity in ordinary restricted least square estimation with parameter estimate based on the stochastic linear restrictions,a new estimation as restricted linear new two parameters estimation is proposed. In the mean squared error sense,compared with the properties the ordinary restricted least squares estimation,and the restricted ridge estimation,the method we proposed was superior.
