%0 Journal Article %T LIU-TYPE ESTIMATION FOR THE LINEAR MODEL WITH LINEAR RESTRICTIONS
带线性约束的回归模型参数的Liu估计方法 %A HUANG Wenhuan %A QI Jiajin %A HUANG Nantian %A
黄文焕 %A 戚佳金 %A 黄南天 %J 系统科学与数学 %D 2009 %I %X For the multicollinearity in restricted linear regression, there are some problems still left open in current popular ordinary restricted least square estimation. By introducing stochastic linear restrictions, a restricted Liu-type estimation is proposed, which generalizes the ordinary restricted least square estimation and restricted ridge estimation. Then the selection method of the scalars $k$ and $d$ is disscussed and is generalized to the estimation of restricted linear model and canonical form. %K Linear regression %K multicollinearity %K Liu-type estimation %K mean squared error
线性回归 %K 复共线性 %K Liu型估计 %K 均方误差. %U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=0CD45CC5E994895A7F41A783D4235EC2&aid=2B7F5A3C756852CADFB88E5DA3299ED1&yid=DE12191FBD62783C&vid=771469D9D58C34FF&iid=DF92D298D3FF1E6E&sid=AB8B0EE7E1A96CB2&eid=7C8C2BAFC9BA0571&journal_id=1000-0577&journal_name=系统科学与数学&referenced_num=1&reference_num=9