建立半参数回归模型,将系统误差加入,推导出了模型正则化矩阵时参数平差的计算方法,并用直接法得到了参数、非参数的估计量,在MSE准则下与最小二乘估值(简称LS估值)进行比较,证明了半参数估值的有效性。
Firstly, a semi-parameter regression model is constructed in this paper. And a regularization matrix parameter adjustment calculation method is derived concerning with system error. Then, parameters and nonparametric estimator are obtained directly. Finally, compared with the least squares valuation(LS) under the MSE law, the validity of the semi-parameters estimation is proved.