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随机效应线性模型中随机回归系数的泛岭估计类
引用本文:归庆明.随机效应线性模型中随机回归系数的泛岭估计类[J].测绘学院学报,1994(1).
作者姓名:归庆明
摘    要:本文提出了随机效应线性模型中随机回归系数的一个线性有偏估计类(称为泛岭估计类);通过偏参数的不同选择,构造了许多很有意义的线性有偏估计;并讨论了泛岭估计的优良性和可容许性,获得了若干深入的结果。

关 键 词:随机效应线性模型,随机回归系数,泛岭估计,置信椭球,线性有偏估计

A Class of Universal Ridge Estimators of Stochastic Regression Coefficients in Random Effects Linear Model
Gui Qingming.A Class of Universal Ridge Estimators of Stochastic Regression Coefficients in Random Effects Linear Model[J].Journal of Institute of Surveying and Mapping,1994(1).
Authors:Gui Qingming
Institution:Gui Qingming
Abstract:This paper proposes a class of linear biased estimators for the stochastic regression coefficients in a random effects linear model, which is called a class of universal ridge ones (URE). By appropriate choices of the included biased parameters, many interesting and practical linear biased estimators are obtained. The confidence ellipsoid and admissibility of the URE are also obtained.
Keywords:Random effects linear model  Stochastic regression coefficients  Universal ridge estimator  Confidence ellipsoid  linear biased estimators
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