%0 Journal Article
%T BIASED ESTIMATOR BASED ON DIAGNOSIS AND MEASURE OF MULTICOLLINEARITY<br>基于复共线性诊断和度量的有偏估计
%A Zhang Lei
%A Gu Yongwei
%A Gui Qingming
%A Ma Chaozhong
%A <br>张 磊
%A 顾勇为
%A 归庆明
%A 马朝忠
%J 大地测量与地球动力学
%D 2007
%I 
%X On the basis of diagnosis and measure of multicollinearity,a new biased estimator of unknown parameters called partial ridge(PR)estimator is proposed for Gauss-Markov model.Its properties are discussed,and some important conclusions are drawn.The determination of biased parameter in the PR estimator is discussed too.Both theoretical and computational results demonstrate that the PR estimator is a effective biased estimator for overcoming the effect of multicollinearity and is superior to the ordinary ridge estimator.
%K multicollinearity
%K condition index
%K variance decomposition proportion
%K signal-to-noise ratio
%K partial ridge estimator<br>复共线性
%K 条件指标
%K 方差分解比
%K 信噪比
%K 部分岭估计
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=E62459D214FD64A3C8082E4ED1ABABED5711027BBBDDD35B&cid=DA72A78627FE64EAA572951EA05D274A&jid=73A1A428591E600EF664B596512A2997&aid=E30F154FDDA7DF1D&yid=A732AF04DDA03BB3&vid=DB817633AA4F79B9&iid=0B39A22176CE99FB&sid=A4FA325EA800C820&eid=331211A5F5616413&journal_id=1671-5942&journal_name=大地测量与地球动力学&referenced_num=0&reference_num=13