统计与决策2024，Vol.40Issue(8)：17-21,5.DOI:10.13546/j.cnki.tjyjc.2024.08.003
病态加权最小二乘混合模型的k-Liu估计解法
k-Liu Estimation Method for Morbid Weighted Least Squares Mixed Model
摘要
Abstract
This paper synthesizes weighted multi-source observation model and least square mixed model,and combines two biased estimation algorithms to get a combined biased estimation algorithm.A new biased estimation—k-Liu estimation is formed by using ridge estimation and Liu estimation,which can effectively reduce the mean square error of parameter estimation while re-sisting the morbid coefficient matrix of normal equation.By constructing the objective function,the general solution formula,mean square error formula and cofactor calculation formula of the parameters of the k-Liu estimation in the morbid least squares mixed model are derived;the calculation formula of the correction factor in the k-Liu estimation is derived,and the ridge parameters are determined by the generalized cross-validation method.Finally,a variety of estimation methods are used for the calculation of ex-amples to draw the conclusion that the k-Liu estimation can further improve the calculation accuracy of the mixed least squares model.关键词
病态性/最小二乘混合模型/岭估计/k-Liu估计/广义交叉检核法Key words
morbid/least squares mixed model/ridge estimation/k-Liu estimation/generalized cross checking method分类
数理科学引用本文复制引用
陈丽,王岩,邵德盛..病态加权最小二乘混合模型的k-Liu估计解法[J].统计与决策,2024,40(8):17-21,5.基金项目
国家重点研发计划课题(2018YFC1503604) （2018YFC1503604）
