【摘要】 对于设计矩阵病态的线性回归模型y=Xβ+e,e-(0,σ2W),W≥0,给出适当的约束条件,得到了拓展的广义岭型估计,并进一步研究了其性质,得到了MDE-I有效于GLS的充分条件,改进了前人的研究结果.更多还原

【Abstract】 For the linear regression model Y=X β+e,e～(0,σ2W),W≥0,rank(X)=q, Some appropriate restrictions are given,the generalized ridge estimation of the linear model’s parameter under the ellipsoidal restriction is obtained,and their characters are studied further,the sufficient and necessary term is obtained that MDE-I affects GLS.更多还原