对于聚集数据的多元线性模型,提出了参数的多元聚集广义岭估计的概念,给出了多元聚集广义岭估计相对于最小二乘估计及最佳线性无偏估计的两种相对效率,并得到了这两种相对效率的上界.
For the multivariate linear model with aggregated data,this paper propose multivariate aggregated generalized ridge estimators with respect to two relative efficiency of the least squares estimation or the best linear unbiased estimator,and has been the relative efficiency of the two upper bounds.