The Compression LS Estimate of Regression Coefficient in Multivariate Linear Model

Chen Shi-ji; Zeng Zhi-bin

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Article Navigation > Applied Mathematics and Mechanics > 1994 > 15(4): 355-363

Chen Shi-ji, Zeng Zhi-bin. The Compression LS Estimate of Regression Coefficient in Multivariate Linear Model[J]. Applied Mathematics and Mechanics, 1994, 15(4): 355-363.

Citation:

Chen Shi-ji, Zeng Zhi-bin. The Compression LS Estimate of Regression Coefficient in Multivariate Linear Model[J]. Applied Mathematics and Mechanics, 1994, 15(4): 355-363.

Citation:

Chen Shi-ji, Zeng Zhi-bin. The Compression LS Estimate of Regression Coefficient in Multivariate Linear Model[J]. Applied Mathematics and Mechanics, 1994, 15(4): 355-363.

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The Compression LS Estimate of Regression Coefficient in Multivariate Linear Model

Chen Shi-ji¹,
Zeng Zhi-bin²

1.
Department of Mathematics, Fujian Normal University, Fuzhou;
2.
Statistics Bureau of Fujian Province, Fuzhou

Received Date: 1993-01-14
Publish Date: 1994-04-15

Abstract

Abstract

In this paper,compression LS estimate of the regression coefficient B is considered when the design matrix present ill-condition in multivariate linear model.The MSE(mean square error)of the estimate =Vec is less than theMSE of LS estimate β^* of the regression coefficient β= Vec(B) by choosing the pa-rameter k.Admissibility,numerical stability and relative efficiency of )are proved.The method of determining k value for practical use is also suggested.
- multivariate linear model,
- least square estimate,
- compression LS estimate,
- mean square error

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References(9)

References

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