Please wait a minute...
北京大学期刊网 | 作者  审稿人  编委专家  工作人员

首页   |   关于   |   浏览   |   投稿指南   |   新闻公告
数学进展
研究论文
Panel模型中常见估计的比较
The Comparison of Familiar Estimators in Panel Model

马铁丰;王松桂;
MA Tiefeng, WANG Songgui

北京工业大学应用数理学院,北京工业大学应用数理学院 北京,100022,北京,100022
(College of Applied Science, Beijing University of Technology, Beijing, 100022

收稿日期: 2008-02-25
出版日期: 2008-02-25

72
浏览

引用导出
0
    /   /   推荐

摘要 本文研究了Panel模型中回归系数常见估计的比较问题,给出了在Pitman准则,协方差阵准则和广义均方误差准则下最小二乘估计,Within估计,Between估计及两步估计之间的优良性比较结果.特别地,本文证明了在Pitman准则下最小二乘估计一致地优于Between估计.
关键词 Panel模型Pitman准则协方差阵广义均方误差两步估计    
Abstract:The comparison of familiar estimators of regress coefficients in panel model be considered in this paper. Under the hypothesis that error vector are distributed as multivariate normal, some significative results can be obtained by using the excellent property of multivariate normal. By Pitman criterion, the sufficient condition under which least square estimator is better than within estimator be obtained, and then least square estimator is uniformly better than within estimator. By generalized mean squared errors criterion, we obtain a useful result that Two-Stage estimator is better than between estimator. Finally, we give two direct corollaries about Two-Stage estimator is better than between estimator and within estimator.
Key words Pitman criterion    covariance matrix    generalized mean squared errors    two-stage estimator
No related articles found!
Viewed
Full text


Abstract

Cited

首页 · 关于 · 关于OA · 法律公告 · 收录须知 · 联系我们 · 注册 · 登录


© 2015-2017 北京大学图书馆 .