检索结果-南通市图书馆

Existence of unbiased estimate of regression parameters in simple linear EV models

science china Mathematics 2005年第7期48卷 915-928页

作者： liu jixue & chen xiru department of statistics and finance, university of science and technology of china, hefei 230026, china department of Mathematics, Graduate School of Chinese Academy of sciences, Beijing 100049, china department of statistics and finance University of Science and Technology of China Hefei 230026 China department of Mathematics Graduate School Chinese Academy of Sciences Beijing 100049 China

It is well known that for one-dimensional normal EV regression model X = x+ u,Y =α+βx+e, where x, u, e are mutually independent normal variables and Eu=Ee=0, the regression parameters a and β are not identifiable without some restriction imposed on the parameters. This paper discusses the problem of existence of unbiased estimate for a and β under some restrictions commonly used in practice. It is proved that the unbiased estimate does not exist under many such restrictions. We also point out one important case in which the unbiased estimates of a and β exist, and the form of the MVUE of a and β are also given.

关键词： EV regression model unbiased estimate identiflability.

来源：

维普期刊数据库

同方期刊数据库评论

在线全文

学校读者我要写书评

暂无评论

Linear EV model with replicate observations on independent variables

引用

science china Mathematics 2006年第6期49卷 752-769页

作者： liu jixue, ZHANG Sanguo & chen xiru department of statistics and finance, university of science and technology of china, hefei 230026, china department of Mathematics, Graduate School of Chinese Academy of sciences, Beijing 100049, china department of statistics and finance University of Science and Technology of China Hefei China department of Mathematics Graduate School of Chinese Academy of Sciences Beijing China

This paper studies the linear EV model when replicate observations are made only on independent variables. We construct the estimates of regression coefficients and prove the consistency and asymptotic normality under some proper conditions. Results obtained reveal the difference between the case where the independent and dependent variables are observed repeatedly and simultaneously and the case studied in this article.

关键词： linear EV model, consistency, asymptotic normality.

来源：

维普期刊数据库

同方期刊数据库评论

在线全文

学校读者我要写书评

暂无评论

CONSISTENCY OF LS ESTIMATOR IN SIMPLE LINEAR EV REGRESSION MODELS

引用

Acta Mathematica Scientia 2005年第1期25卷 50-58页

作者：刘继学陈希孺 department of statistics and finance university of science and technology of china Hefei 230026 China department of Mathematics Graduate School of Chinese Academy of sciences Beijing 100039 China

Consistency of LS estimate of simple linear EV model is studied. It is shown that under some common assumptions of the model, both weak and strong consistency of the estimate are equivalent but it is not so for quadra... 详细信息

关键词： EV model consistency

来源：

维普期刊数据库

同方期刊数据库评论

在线全文

学校读者我要写书评

暂无评论

欢迎您,

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

在线全文

在线全文

在线全文

请选择保存的检索档案：

请选择收藏分类：

通借通还

欢迎您,

建议与咨询 留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

在线全文

在线全文

在线全文

请选择保存的检索档案： 新增检索档案 确定 取消

请选择收藏分类： 新增自定义分类 确定 取消

通借通还

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

请选择保存的检索档案：

请选择收藏分类：