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| 引用本文： | 张磊,顾勇为,归庆明,马朝忠.???????????????????????????[J].大地测量与地球动力学,2007,27(2):99-102. |
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| 作者姓名： | 张磊 顾勇为 归庆明 马朝忠 |
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| 作者单位： | 1. 信息工程大学理学院,郑州,450001
2. 信息工程大学理学院,郑州,450001;信息工程大学测绘学院,郑州,450052 |
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| 基金项目： | 国家杰出青年科学基金(40125013)，国家自然科学基金(40474007,40074006)，“基础地理信息与数字化技术”山东省重点开放实验室课题(SD040202)，河南省自然科学基金(0511010100) |
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| 摘 要： | ???????????????????????????????????Gauss??Markov ????????????μ??????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????Σ?????????????????????????????????????????????????????
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| 关 键 词： | ???????? ??????? ??????? ????? ????????? |
| 文章编号： | 1671-5942(2007)02-0099-04 |
| 修稿时间： | 2006年12月9日 |
BIASED ESTIMATOR BASED ON DIAGNOSIS AND MEASURE OF MULTICOLLINEARITY |
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| Zhang Lei,Gu Yongwei,Gui Qingming,Ma Chaozhong.BIASED ESTIMATOR BASED ON DIAGNOSIS AND MEASURE OF MULTICOLLINEARITY[J].Journal of Geodesy and Geodynamics,2007,27(2):99-102. |
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| Authors: | Zhang Lei Gu Yongwei Gui Qingming Ma Chaozhong |
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| Institution: | 1)Institute of Science, Information Engineering University, Zhengzhou 4500012)Institute of Surveying and Mapping, Information Engineering University, Zhengzhou 450052 |
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| Abstract: | 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. |
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| Keywords: | multicollinearity condition index variance decomposition proportion signal-to-noise ratio partial ridge estimator |
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