中文摘要：

本文在均方误差矩阵判别准则和风险函数的差别准则下,对广义线性模型的最优预测与经典预测的优良性进行比较分析,获得了比较基于压缩主成分估计的两类预测优良性的充要条件,并运用统计模拟对该充要条件进行了实证分析.

英文摘要：

Considering the generalized linear regression model and its prediction problem of biased estimation, this paper discusses its superiority of the optimal and classical predictors based on the shrunken principal estimator by criteria of mean square error matix and risk function. A necessary and sufficient condition of comparison of its superiority is given under the condition of above criteria. Apply simulation to give corroboration of the conclusion.