Gauss-Markov模型回归系数广义岭估计的优良性

摘要

For the Gauss-Markov model,under the mean square error matrix(MSEM)criterion and Pitman Closeness (PC)criterion,the superiorities of the generalized ridge estimator of regression coefficients over the least square estimator were studied.%针对Gauss-Markov模型，讨论了在均方误差矩阵（MSEM）准则和Pitman Closeness（PC）准则下回归系数的广义岭估计相对于最小二乘估计的优良性。