利用差分的方法研究半参数回归模型,提出了半参数回归模型的几乎无偏差分k-d估计,讨论了该估计量的一些基本性质.在均方误差意义下,与差分k-d估计进行了比较,得到了在一定情况下几乎无偏差分k-d估计优于差分k-d估计.
We consider a partial linear regression model by the difference-based method, and propose the almost unbiased difference-based k-d estimator of parameters . We give some properties of the estimator, and then, wecompare the almost unbiased difference-based k-d estimator with the difference-based k-d estimator under the mean squared error (MSE) ,the result shows the former excels the latter.