收稿日期: 2008-07-04
修回日期: 2009-01-04
网络出版日期: 2009-05-15
基金资助
国家自然科学基金(10771204)和中国科学院知识创新工程重要方向项目(KJCX3-SYW-SO2)资助
Small sample properties of a kind of linear estimation in linear regression model
Received date: 2008-07-04
Revised date: 2009-01-04
Online published: 2009-05-15
Supported by
国家自然科学基金(10771204)和中国科学院知识创新工程重要方向项目(KJCX3-SYW-SO2)资助
王鹏远 , 韦来生 . 回归系数一类线性估计的小样本性质[J]. 中国科学院大学学报, 2009 , 26(3) : 296 -302 . DOI: 10.7523/j.issn.2095-6134.2009.3.002
A kind of linear estimator is derived in linear regression model. The superiorities of the linear estimator over least square (LS) estimator are studied in terms of the mean square error matrix (MSEM) criterion and Pitman closeness (PC) criterion. Finally, the superiorities of the linear estimator of estimable function for regression coefficients are discussed in non-full rank case.
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