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1.
研究回归系数岭型主相关估计在降维估计类中的方差最优性,证明它的方差阵最小,方差阵的特征值最小,并讨论它的方差在正交不变范数意义下的最小性及方差的最值性。  相似文献   

2.
在给定的权回归模型下,讨论了最小二乘估计、最优加权最小二乘估计和线性无偏最小方差估计的性能比较,得出了在随机误差方差矩阵可逆条件下,可算出最优加权最小二乘估计与线性无偏最小方差估计误差方差阵的差表达式,并在一定条件下,两者趋于一致。  相似文献   

3.
PC准则下生长曲线模型回归参数阵广义岭估计的优良性   总被引:2,自引:0,他引:2  
一般而言,PC准则是用来比较向量参数两个估计优劣的一种准则。本文将它推广应用于生长曲线模型回归参数阵的最小二乘估计和广义岭估计优劣性的比较。给出了广义岭估计在PC准则下优于最小二乘估计的条件。  相似文献   

4.
方差分量模型的随机效应的协方差为单位阵时<线性模型引论>已进行研究.把随机效应的协方差推广为正定阵进行研究.用最小范数二次无偏估计法给出方差分量的估计.  相似文献   

5.
利用Lagrange乘数法导出了广义线性模型在线性约束下的回归参数的最小二乘估计,并讨论了它的性质.证明了当设计阵列满秩时,它在协方差阵意义下要优于无约束下的广义最小二乘估计.  相似文献   

6.
文章基于噪声方差未知的卡尔曼滤波,提出新的固定点卡尔曼滤波平滑器,推导出方差未知时卡尔曼滤波平滑方程,并且给出平滑增益阵和平滑误差方差阵新算法,结论分析平滑运算可以改善滤波的性能,提高估计的精度.  相似文献   

7.
将含有两个随机效应的混合模型,借助奇异值分解,等价转换成两个新模型,给出了一个固定效应的无偏估计,并指出在满足一定条件下其方差小于最小二乘估计的方差,同时证明了新模型中参数的最小二乘估计等于原模型参数的方差分析估计。  相似文献   

8.
针对线性过程估计精度的问题,运用累积和(CUSUM)方法研究线性过程随机变量序列方差变点问题,在均值不变的条件下,证明方差变点CUSUM型估计的相合性,并且给出它的强弱收敛速度.  相似文献   

9.
利用等价权原理,讨论混合型正态分布模式下,数据的方差、未知参数的抗差最小二乘估计以及它们的Fisher一致性问题.  相似文献   

10.
设Y服从线性模型(Y,Xβ,σ~2V_n),X是n×m(n>m)满列秩阵,且V是已知的n×n满秩阵,β_L是β的最小二乘估计,求β_L且证明它是β的最小方差线性无偏估计。 首先求β_L设V是满秩阵,因此V必为正定阵,故存在正交矩阵Γ,使  相似文献   

11.
诗歌语言是一种变异性的艺术语言。从语言的组合和结构形式上来看,诗歌语言是对常规语言的超脱和违背,同时也是一种创造和发展。它与常规语言相比较,在语音、语义、语法等方面都存在着较大的变异性。正因为它的变异,使之更具诗性,成为诗歌区别于其它文体的重要特征之一,是诗之所以为诗的主要标志。  相似文献   

12.
经典假设要求误差项的观测值是从具有相同方差的分布中抽取的(同方差性),如果一个正确设定的方程的误差项违背了经典假设,就会出现异方差;如果方程存在严重的异方差,就需要对方程进行补救。  相似文献   

13.
民俗变迁是新农村建设一个不可回避的境遇,贯穿新农村建设进程的始终。文章通过对丽江新农村建设的考察,审视正在或业已发生的民俗变迁,认识民俗变迁在新农村建设中的意义,理清民俗变迁与新农村建设共变的双向互动关系,探求民俗变迁的动因和前景,提出了民俗变迁中的新农村建设至少应该把握三个思路:新农村建设的文化生态眼光、新农村建设的异质化模式和新农村建设的和谐调适方式。  相似文献   

14.
通过列表计算或利用计算器完成单因素试验的方差分析中有关统计量的计算比较麻烦,针对这个问题,根据单因素方差分析的理论,结合列表计算的方法,用Basic语言编写了计算组间平均平方和,误差平均平方和,完成单因素方差分析的程序.利用该程序,计算的工作可以由计算机完成.  相似文献   

15.
徐诚 《职业技术教育》2006,27(35):15-17
制度变迁是累积性的因果关系,教育行政体制变迁必然蕴涵文化演进.英、法、美、日、中的教育行政体制具有深刻的民族文化根源,文化演化的制度变迁观对于解释教育行政体制的稳定性与变迁具有重大现实意义.“中国特色“的教育行政体制是建立在中国文化传统及其演化基础之上的制度变迁,必须继承或涵化中西方文化中的优良基因,避免激进式制度变革,从而使教育行政体制改革走向民主化、科学化的道路.  相似文献   

16.
Following Cronbach (1970) and others, it is useful to decompose test score variation into common factor, time‐specific, item‐specific, and residual components. In the traditional approach to factor analysis, only two sources of variance can be estimated: common factor variance and a uniqueness term that confounds specific sources of variation and residual error. When the same items are measured on different occasions, however, it is possible to separate specific variance and residual error. Two approaches, the first‐order approach described by Raffalovich and Bohrnstedt (1987) and a second‐order approach based on Jöreskog and Sörbom (1989; Jöreskog, 1974) are considered initially. The two approaches, although based on different rationales, both suffer a similar weakness in that two of the four sources of variance are confounded. In the Raffalovich and Bohrnstedt approach, time‐specific variance is confounded with common factor variance that generalizes across items and time. In the second‐order approach based on Jöreskog and Sörbom, time‐specific variance is confounded with residual error. Here we demonstrate that by combining features from both approaches we can eliminate these weaknesses and estimate all four of Cronbach's sources of variance, and that this combined approach is easily generalized to a wide variety of applications.  相似文献   

17.
It has been argued that item variance and test variance are not necessary characteristics for criterion-referenced tests, although they are necessary for normreferenced tests. This position is in error because it considers sample statistics as the criteria for evaluating items and tests. Within a particular sample, an item or test may have no variance, but in the population of observations for which the test was designed, calibrated, and evaluated, both items and tests must have variance.  相似文献   

18.
This paper estimates the distribution of educational returns by gender for India. While previous studies focus on mean returns, the variance of educational returns has important implications for policy-making and micro-level decision making with respect to education. If the variance of educational returns is large, it can leave large sections of the population with negative returns; if the variance of educational returns is gender specific, it can influence households’ decisions to educate girls versus boys. Our econometric results provide evidence that India's labor markets are characterized by significant uncertainty and that the uncertainty is systematically larger for women.  相似文献   

19.
A number of recent articles have claimed strong relationships—i.e., very high ‘proportions of shared variance’—between pairs of teaching and learning questionnaires. These claims have been the subject of debate and it has emerged that the proportion of shared variance is defined as the complement of Wilks’ lambda. The present article argues that this is not an appropriate measure for the data being analyzed. First some intuitive understandings of the situation are developed. A case study finds that the (Wilks‐based) proportion of shared variance between two questionnaires is 79%, but that the first questionnaire explains only 27% of the variance in the second and the second explains only 40% of the variance in the first. The technical literature is then considered and alternatives to the complement of Wilks’ lambda are recommended as measures of the relationship between two sets of variables.  相似文献   

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