对回归估计,有下列结果:rn(1)MSE(ylr)=V(ylr)+O(1n2); (2)E[mse(ylr)]=V(ylr)+O(1n2).rn其中rnV(ylr)=(1n-1N)S2y(1-ρ2), mse(ylr)=(1n-1N)s2y(1-r2).%For the regression estimate, we abtain the following main theoremrn(1)MSE(ylr)=V(ylr)+O(1n2) (2)E[mse(ylr)]=V(ylr)+O(1n2).rnWherernV(ylr)=(1n-1N)S2y(1-ρ2), mse(ylr)=(1n-1N)s2y(1-r2)
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