Journal of University of Chinese Academy of Sciences >
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
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.
WANG Peng-Yuan , WEI Lai-Sheng . Small sample properties of a kind of linear estimation in linear regression model[J]. Journal of University of Chinese Academy of Sciences, 2009 , 26(3) : 296 -302 . DOI: 10.7523/j.issn.2095-6134.2009.3.002
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