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›› 2009, Vol. 26 ›› Issue (3): 296-302.DOI: 10.7523/j.issn.2095-6134.2009.3.002

• Research Articles • Previous Articles     Next Articles

Small sample properties of a kind of linear estimation in linear regression model

WANG Peng-Yuan, WEI Lai-Sheng   

  1. University of Science and Technology of China, Hefei 230026, China
  • Received:2008-07-04 Revised:2009-01-04 Online: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 

Abstract:

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.

Key words: linear regression model, linear estimator, LS estimator, MSEM criterion, PC criterion

CLC Number: