| 重复观测时线性结构关系EV模型的参数估计 |
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| 引用本文： | 欧阳光.重复观测时线性结构关系EV模型的参数估计[J].湘南学院学报,2011,32(2):28-30. |
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| 作者姓名： | 欧阳光 |
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| 作者单位： | 湘南学院,数学系,湖南,郴州,423000 |
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| 基金项目： | 湖南省高等学校科学研究重点项目，湖南省高校科技创新团队支持计划项目 |
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| 摘 要： | 考虑一元线性结构关系EV模型y=a+bx,Y=y+E,X=x+u,在测量误差u和ξ的方差不相等时,对未知参数a和b进行了估计,利用重复观测数据,构造出参a,b和误差的方差的估计量,并证明了它们具有相合性.
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| 关 键 词： | 线性结构关系EV模型 重复观测 相合性 |
On Parameter Estimation for Linear Structural EV Models with Repeated Observations |
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| Ouyang Guang.On Parameter Estimation for Linear Structural EV Models with Repeated Observations[J].Journal of Xiangnan University,2011,32(2):28-30. |
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| Authors: | Ouyang Guang |
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| Institution: | Ouyang Guang(Department of Mathematics,Xiangnan University,Chenzhou 423000,China) |
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| Abstract: | This paper discusses the estimation of paramaters a,b and variance in the one-dimensional linear structural EV models y=a+bx,Y=y+ε,X=x+u,where variance of measuring error u and ε is unequal.The estimation of parameters a,b and variance is constructed by data of repeated observations.The consistency of the estimator is obtained. |
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| Keywords: | linear structure EV models repeated observations consistency |
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