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Position: Home > Articles > Amelioration of Common Ridge Estimates Under the Condition of Multicollinearity Journal of Inner Mongolia University for Nationalities 1998 (2) 17-20

复共线条件下普通岭估计的改进

作  者:
王辉
单  位:
哲里木畜牧学院动物科学系
关键词:
复共线性;岭估计;均方误差;均方残差
摘  要:
本文通过对普通岭估计缺陷的分析,提出了改进岭估计的“部分修正”的方法。这一方法既降低了过度膨胀的均方误差,使回归参数得到合理压缩,同时又降低了岭估计过大的均方残差。
译  名:
Amelioration of Common Ridge Estimates Under the Condition of Multicollinearity
作  者:
Wang Hui(Zhelimu Animal Husbandry College)
关键词:
Multicollinearity; Ridge Estimate; MSE; MSR
摘  要:
A method of partial correction for improving ridge estimates was presented thru theanalysis to defects of common ridge estimating procedure. The approach not only decreased theextremely distended MSE of least Square estimates and made regressional coefficients compressedproperly, but also lowered the inflated MSR of ridge estimates, therefore, it is theoretically a superior method compared to other ones.

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