基于复共线性诊断和度量的结果,提出了测量平差Gauss-Markov模型参数的一个新的有偏估计,称为基于复共线性诊断和度量的部分岭估计(简称部分岭估计),讨论了部分岭估计的优良性质,提出了岭参数的选取方法。理论分析与计算结果表明,对于克服设计阵的复共线性对参数估计危害,部分岭估计是一种有针对性的有偏估计,它明显优于普通岭估计。
On the basis of diagnosis and measure of multicollinearity, a new biased estimator of unknown parameters called partial ridge (PR) estimator is proposed for Gauss-Markov model. Its properties are discussed, and some important conclusions are drawn. The determination of biased parameter in the PR estimator is discussed too. Both theoretical and computational results demonstrate that the PR estimator is a effective biased estimator for overcoming the effect of multicollinearity and is suoerior to the ordinary ridge estimator.