In first chapter , we define the first stage estimators for 0 and g by using kernel weight function , least square and two stage estimation under the additivity of the model , and then the paper proves that is the consistency and the approximate normal distribution , and is the consistency and the uniform consistency 第一章首先綜合核函數(shù)法,最小二乘法,基于模型的可加性,利用二階段估計(jì)的方法求出, g的第一階段估計(jì)量,然后證明了的強(qiáng)相合性與漸近正態(tài)性, g _ n ~ *的強(qiáng)相合性和一致強(qiáng)相合性。
In second chapter , we obtain the second stage estimators for 0 and g with the first stage estimators by using generated least square th at is used in ev model . the second stage estimators are better than the first stage ones concerning variance , and meantime the paper proves that is the consistencey and the approximate normal distribution and gn is the consistency and the uniform consistency 第二章首先在第一階段估計(jì)的基礎(chǔ)上,針對(duì)ev模型利用廣義最小二乘法求出, g的第二階段估計(jì),這樣從誤差方差的角度來考慮,第二階段估計(jì)結(jié)果比第一階段估計(jì)結(jié)果改進(jìn)了一步。