摘要
介绍了联立线性方程组模型可识别时结构参数矩阵的几种估计：普通最小二乘估计、间接最小二乘估计、两步最小二乘估计、广义最小二乘估计以及三步最小二乘估计，对这５种参数估计进行了随机模拟，表明这些估计中以广义最小二乘估计和三步最小二乘估计为最好．
This paper presents ordinary least squares estimation, indirect least squares estimation, two-stage least squares estimation, generalized least squares estimation and three-stage least squares estimation of structural parameters for simultaneous linear equations model. The simulation example by Matlab shows that the generalized least squares estimation and three-stage least squares estimation are the best among the above estimation.
出处
《北京工业大学学报》
CAS
CSCD
2000年第2期73-78,共6页
Journal of Beijing University of Technology
