摘要
考虑了SUR模型及其两个简约模型,给出简约模型下未知回归系数及其可估函数的协方差改进估计,并证明了在一定条件下该估计仍然是相应参数在原模型下的协方差改进估计.
We consider seemingly unrelated regression model and its two reduced models,give the covariance improved estimator of the unknown regression coefficient and their estimable functions under the reduced model,and prove that this estimator remains covariance improved estimator of corresponding parameter in the seemingly unrelated regression model on some conditions.
出处
《大学数学》
2011年第2期119-122,共4页
College Mathematics
基金
山西农业大学科技创新基金资助项目(2011011)
关键词
SUR模型
简约模型
协方差改进估计
seemingly unrelated regression model
reduced model
covariance improved estimator
