Admissibility of generalized least square estimator on the unknown parameter matrix in the extensive growth curve 推廣的生長曲線模型中未知參數(shù)矩陣的廣義最小二乘估計的可容許性
Topics include statistical inference , regression , generalized least squares , instrumental variables , simultaneous equations models , and the evaluation of government policies and programs 主題包含了統(tǒng)計的推論、回歸、一般化最小平方、工具變數(shù)、聯(lián)立方程模式、以及政府政策與計劃的評估。
The estimators problem of parameters and functions in semi - linear model were studied by generalized least square method . the agreement between parameters and functional estimators was then presented 運用廣義最小二乘法研究了一類半線性模型中的參數(shù)、函數(shù)的估計量問題,并證得估計量的一致性結果
In this paper , we examine the factors affecting bank risk taking with panel two stage feasible generalized least squares estimation method , using the data of 15 nationwide commercial banks as the research sample 摘要本文以15家全國性商業(yè)銀行的數(shù)據(jù)為研究樣本,采用面板數(shù)據(jù)二階段可行廣義最小二乘方法檢驗了影響銀行冒險行為的因素。
The main works as the following : r / s analysis is introduced to improve wavelet - generalized least squares ( wls ) in order to increase the estimate accuracy of the hurst exponent 本文的主要工作和創(chuàng)新點如下:提出了一種針對wls ( wavelet - generalizedleastsquares )的ar模型法的改進算法。引入r s分析法對wls法進行改進,以提高hurst指數(shù)估計精度及濾波效果。
Then discusses its properties , such as biased property , relative efficiency of generalized variance and superiority comparisons between generalized ridge estimation and generalized least squares estimation . shows iterative algorithm based on the mean dispersion error 該估計雖然具有偏崎,但其估計精度具有良好的性質,如:有偏性、方差一致最優(yōu)性、相對于廣義最小二乘估計的廣義方差效率、 mde ? ?有效性等。
However , two - stage estimates of regression coefficients corresponding to these two estimates have approximate equal mean square error . for testing linear hypothesis about regression coefficients , banerjee and magnus ( 1997 ) studied the sensitivity of f - test sta , tistic ( fgls ( ) ) based on generalized least square estimate caused by variance parameter in general case and proposed sensitivity statistic and its distribution 關于回歸系數(shù)的線性假設檢驗問題, banerjee和magnus ( 1997 )在一般情況下從理論上研究了方差參數(shù)對基于廣義最小二乘估計的f -檢驗統(tǒng)計量( f _ ( gls ) ( ) )的種種影響,提出了敏感性的概念,并給出敏感統(tǒng)計量的形式及其分布。
百科解釋
In statistics, generalized least squares (GLS) is a technique for estimating the unknown parameters in a linear regression model. The GLS is applied when the variances of the observations are unequal (heteroscedasticity), or when there is a certain degree of correlation between the observations.