| 误差方差二次型估计模型的转化 |
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| 引用本文： | 陈峥,徐兴忠,钟漫如.误差方差二次型估计模型的转化[J].中国海洋大学学报(自然科学版),1997(3). |
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| 作者姓名： | 陈峥 徐兴忠 钟漫如 |
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| 作者单位： | 青岛海洋大学应用数学系 |
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| 摘 要： | 研究一般的回归模型中误差方差的二次型估计的容许性，研究方法是模型的整体转化和局部转化，结果有：（１）二次约束下的线性模型等价于相应的无约束的线性模型。（２）线性（齐次或非齐次）等式约束下的线性模型等价于某个无约束的线性模型。（３）单个非齐次不等式约束下的线性模型等价于某个无约束的线性模型。（４）通过例子证明了多个线性不等式约束的线性模型不能等价于某个无约束的线性模型。（５）某类非齐次二次型估计的容许性等价于相应的齐次二次型估计的容许性
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| 关 键 词： | 回归模型 误差方差 二次型估计 模型转化 容许性 |
THE CHANGE OF MODEL IN ESTIMATION OF ERROR VARIANCE WITH QUADRATIC FORM |
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| Chen Zheng,Xu Xingzhong.THE CHANGE OF MODEL IN ESTIMATION OF ERROR VARIANCE WITH QUADRATIC FORM[J].Periodical of Ocean University of China,1997(3). |
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| Authors: | Chen Zheng Xu Xingzhong |
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| Abstract: | In this paper, we study the admissibility of the quardratic form estimator of error variance in general regressional models. The method of study is the total and local change of the model. Our results are as follows. (1) The linear model with quuadratic restriction is equivalent to the linear model with no restriction. (2) The linear model with (homogeneous or non homogeneous) equalty restriction is equivalent to some linear model with no restriction. (3) The linear model with one linear inequality restriction is equivalent to the linear model with no restriction. (4) Through an example, we prove that a linear model with two or more linear inequality restrictions is not equivalent to any linear model with no restricion. (5) The admissibility of some non-homogeneous class of quadratic form estimators is equivalent to the admissibility of a corresponding homogenous one. |
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| Keywords: | regressional model error variance quadratic form estimator change of model admissibility |
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