逢甲學報, Band 13逢甲大學, 1980 |
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... estimator is one which minimizes , in some sense , the deviation of the estimator B fron the true value of the param- eter B to be estimated . One such criterion is that of " minimum mean square error " . This is defined in terms of the ...
... estimator is one which minimizes , in some sense , the deviation of the estimator B fron the true value of the param- eter B to be estimated . One such criterion is that of " minimum mean square error " . This is defined in terms of the ...
Seite
... estimator f of B given by ( 4 ) -the bias matrix Bias B = ( EB - B ) ( EB - B ) ' ... ( 7 ) which measures the deviation of the mean of the estimator , EB , from the true parameter being estimated , B. Next we define the variance matrix ...
... estimator f of B given by ( 4 ) -the bias matrix Bias B = ( EB - B ) ( EB - B ) ' ... ( 7 ) which measures the deviation of the mean of the estimator , EB , from the true parameter being estimated , B. Next we define the variance matrix ...
Seite
... estimator of B in the linear regression model ( 1 ) is a linear estimator ( 5 ) which has smallest variance AVA ' among all those linear unbiased estimators . That is , it is given by BAY where AVA ' is minimized subject to AX = I ...
... estimator of B in the linear regression model ( 1 ) is a linear estimator ( 5 ) which has smallest variance AVA ' among all those linear unbiased estimators . That is , it is given by BAY where AVA ' is minimized subject to AX = I ...