J4 ›› 2011, Vol. 46 ›› Issue (3): 116-120.
• 数学 • 上一篇 下一篇
赵静,王磊
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作者简介:
基金资助:
滨州学院科学基金资助项目(BZXYLG200707)
ZHAO Jing, WANG Lei
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摘要：
对于含3个方差分量的平衡套误差分量回归模型,利用Baltagi提出的方差分析型估计——WH估计,WK估计,SA估计的方法,得到套误差分量平衡模型中对应估计,并且对其改进,特别对随机效应和随机误差方差分量的WK估计,证明了在均方误差意义下,得到的改进估计一致优于按Baltagi方法导出的估计。
关键词: 套误差分量回归模型;WH估计;WK估计;SA估计;改进估计
Abstract:
For the balanced nested error component regression model which has three variance components, the Analysis of Variance (ANOVA)type estimators—WH estimators,WK estimators, and SA estimators are obtained by the methods Baltagi used. What is more, the improved estimators are provided, especially aiming at the WK estimators of variance components of random effect and random error respectively, and it is proved that the improved estimators obtained are better than the estimators obtained by the methods Baltagi used under the mean-squared-error criterion.
Key words: nested error component regression model; WH estimators; WK estimators; SA estimators; improved estimators
赵静,王磊. 平衡套误差分量模型方差分量的改进估计[J]. J4, 2011, 46(3): 116-120.
ZHAO Jing, WANG Lei. The improved estimator of variance components in the banlanced nested error component model[J]. J4, 2011, 46(3): 116-120.
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