【摘要】 本文研究了连续测量数据情况下的混合系数线性模型的参数估计问题.利用岭估计方法得到了该模型的几乎无偏岭估计,并证明了在均方误差意义下,几乎无偏岭估计优于岭估计.最后讨论了有偏参数的选取问题.更多还原

【Abstract】 In the paper, we consider a mixed-effect coefficient linear model with the repeatedly measured data. Using the ridge method, the almost unbiased ridge estimator (AURE) of the model are given. It is proved that the AURE excels the ridge estimator (RE) under a mean square error (MSE), and the optimal value for the biased parameter is established by minimum MSE.更多还原