The regression equation for incomplete data is established, and the best unbiased integral estimators of the regression parameters and their covariance matrix are also given. 建立不完全数据回归方程,给出回归系数的最佳无偏整体估计及其协方差矩阵。
In the light of the essence of the ill condition in the linear regression model, this paper first proposes the c-k class of estimators of the coefficients, which combines the ridge regression estimators and the Stein shrinkage estimators into a bigger class of estimators. 针对线性回归模型病态的根本原因,提出了一类新的估计&c-k型估计,将岭估计与Stein估计统一到一个估计类;
The proposed model-calibration estimators can handle any linear or nonlinear working models and reduce to the generalized regression estimators in the linear model case. 建议的模型校正估计可以处理任何线性或非线性的工作模型,且在线性模型的情形下变为广义回归估计。
Regression type estimators have been suggested for the cases of a single systematic sample and a systematic sample plus a supplemen-tary sample respectively. 分单组样本和抽取附加样本两种情况,提出了总体平均值的回归型估计。
Results Taking the results from Mantel-Haenszel method as standard reference, the point and interval estimators of adjusted relative risks obtained from modified poisson regression were similar to those, while the ordinary poisson regression produced very conservative confidence interval estimators. 结果以分层的Mantel-Haenszel法为标准参照,修正poisson回归对aRR点和区间估计均较为理想,普通poisson回归的aRR区间估计偏于保守。
In this paper, on the basis of structural regression models the random simulation study of maximum likelihood estimators about the population-averaged treatment effects is given when the response variable is a multi-dimensional vector, and the formulae proposed works well. 利用SAS编程对可交换条件下多维结构回归模型中总体平均处理效应的极大似然估计进行随机模拟研究,模拟结果较理想。
B F robust mallows type regression estimators Bf-稳健的Mallows型回归估计量
Shrinkage estimators and ridge regression estimators for elliptically contoured distributions 椭球等高分布的压缩估计与岭回归估计
In this paper, we discuss the admissibility of linear estimators on general multivariate regression coefficients. The necessary and sufficient conditions for a linear estimator to be admissible among linear estimators are obtained. 讨论了一般多元回归系数线性估计的可容许性问题,得到了回归系数的线性估计可容许的充分必要条件。
The Computation and Cutoff Selection of the Optimal B_f-Robust Regression Estimators 最优Bf&稳健回归估计量的计算与截断值选择
In this paper, we estimate the function of regression matrix in growth curve model, and obtain the necessary and sufficient condition that a linear estimator of the function is admissible in all linear estimators under matrix loss. 本文讨论了增长曲线模型中回归矩阵的函数的估计,在矩阵损失下,作者得到了非齐次线性估计在非齐次线性估计类中可容许的充要条件。
In this paper, we will consider the universal admissibility for linear estimators of regression coefficients under growth curve model with respect to restricted parameter sets. The necessary and sufficient conditions for linear estimators to be universal admissible are derived. 本文讨论带约束生长曲线模型中回归系数线性估计的泛容许性,给出了回归系数的线性估计在线性估计类中是泛容许估计的充要条件。
These generalized product-limit estimators are used to define some minimum distance estimator of the parameter vector in the regression analysis. The consistent and asymptotic normality of the minimum distance estimators are obtained under certain assumptions. 在回归分析中,利用这类广义乘积限估计来定义一种最小距离的参数估计,并获得了这种参数估计的相合性和渐近正态性。
This paper considers a class of linear estimators of regression parameters in a linear model, which contains many well-known linear estimators such as ridge regression, principal components, shrunken least squares and the iteration estimators. 本文引进了线性模型中回归系数的一个估计类。许多常用的估计,例如岭回归估计、主成分估计、压缩最小二乘估计以及迭代估计都属于这个估计类。
In this paper, we discuss the consistency of least squares estimators in linear regression model with φ-mixing errors, and give some sufficient conditions for strong and rth-mean consistency of least aquares estimators respectively. 本文研究线性模型中φ-混合误差序列下回归系数最小二乘估计的相合性,分别对最小二乘估计为强相合和r阶平均相合给出一些充分条件。
Spurious Regression in Panel Data With General Serial correlation& Asymptotic and Finite Sample Properties of the Estimators 一般序列相关下面板虚假回归研究&估计量的渐进分布和小样本性质
This paper proves a necessary and sufficient condition about the minimum variance linear unbiased estimators for the regression coefficients of the SUR model. Several classes of the MVLUE and the two stage estimators for the regression coefficients of the SUR model are discussed by means of this result. 本文证明了一个关于SUR模型回归系数最小方差线性无偏估计(MVLUE)的充要条件,并利用此充要条件讨论了几类SUR模型回归系数的MVLUE估计及两步估计。
Unlike the traditional method, we directly estimate E and the regression parameters without involving the variance function, the link function, the transformation function and the error distribution function, as a result, the efficiency of the estimators will be improved. 更重要的是本文用一个非常简单的方法估计感兴趣的参数,估计过程中不涉及未知的转换函数、联系函数、方差函数及误差分布函数,因此估计的有效性将被极大提高。
The Skipped Tanh-Regression Estimators 跳跃型双曲正切回归估计量
The problem of outlier test is considered in multivariate constrained linear regression. By giving the equivalence relations of estimators and statistics in multivariate data delated model and mean shift model under the restricted condition, we derived the likelihood ratio test statistics and their distributions. 讨论了带约束的多元线性回归模型中异常值的检验问题,证明了带约束的多元数据删除模型与相应的均值漂移模型的统计量之间的等价性,得到了异常值检验的似然比统计量及其分布。
In this paper, we have considered a new class of semiparametric regression model Under some mild conditions we have obtained better uniformly strong convergence rates for the proposed estimators. 本文讨论了一类新的半参数回归模型,在一组比较基本的条件下,得到了估计量的较好的一致强收敛速度。
A new regression analysis method is presented and the regression equation for censored data is established. The best unbiased integral estimators for the regression parameters, the standard deviation and their covariance are also given. 提出一种新的回归分析方法,建立了截尾数据回归方程,给出回归系数和标准差的最佳无偏整体估计及其协方差矩阵。
The iterative arithmetic not only saves time and can apply to weight regression, but also is easy to compute residual sum of square, standardized error, variance of coefficient and estimators residual. 当P较大时,此算法非常节省计算量,不仅直观,简单,适用于加权情况,而且便于计算其残差平方和、回归系数的标准误、回归系数的方差和残差的估计。
The necessary and sufficient conditions for a linear estimate of random regression coefficients to be admissible in the class of homogeneous linear estimators and the class of nonhomogeneous linear estimators are established, respectively. 分别在齐次线性估计类和非齐次线性估计类中得到了随机回归系数的一个线性估计是可容许的充要条件。
Then, we establish non parametric estimation of contaminated coefficient ε and regression parameter β, and obtain the strong consistency and convergence rate almost surely of the estimators. 并构造了污染系数ε及回归参数β的非参数估计,建立了估计量的强相合性及强收敛速度。
The heteroscedasticity regression equation is established and the best linear unbiased estimators for the regression parameters, the standard deviation and their covariance are also given. 文中建立了异方差回归方程,给出回归系数和标准差的最佳无偏整体估计及其协方差矩阵。
This paper first study the parameters estimation of the log-generalized-power-Weibull regression model and obtain the maximum likelihood estimators ( MLEs). 文章首先研究了对数广义幂威布尔回归模型的参数估计,并通过随机模拟验证了估计方法的有效性。
By applying covariance adjusted method, we obtain a series of improvements on the estimators of regression parameters appeared in prevenient literatures and study the superiorities of these improved estimators. 本文主要应用协方差改进方法,对回归系数已有的一些估计方法作了一系列的改进,并讨论了改进估计的优良性。