摘要
对于一类相依回归系统(1),当设计阵X1呈病态时,文[1]中提出了协方差阵已知或未知时,估计量β~1、β1^(T)的改进估计分别为β~1(k)、β1^(T,k)。讨论这两种有偏估计与它们的协方差改进估计β1~,β~1(T)及最小二乘估计β1∧之间的相对效率问题,并给出了相对效率的上界或下界。
For a chass of seemingly unrelated regression system(1),when the design matrix X_1 is ill-conditioned,Wang song-gui has proposed improvement estimators _1(k)、_1(T,k) of covariance improvement estimators _1、_1(T) for covariance matrix V is known or unknown in[1].We will discuss the relative efficiencies of the two biased estimators to their own covatiance improvement estimator _1,_1(T) and least square estimator _1,and the lower bound or upper bound is given.
出处
《渤海大学学报（自然科学版）》
CAS
2005年第3期249-252,共4页
Journal of Bohai University:Natural Science Edition
关键词
相依回归模型
有偏估计
协方差改进估计
最小二乘估计
相对效率
seemingly unrelated regression model
biased estimator
covariance improvement estimator
least square estimator
relative efficiencies
