提出了约束线性回归模型中回归系数的一种条件广义岭估计,讨论了它的优良性,证明了它在均方误差及均方误差矩阵下都优于约束最小二乘估计。
The conditional generalized ridge-type estimator of regression coefficient in restricted linear regression model is proposed, proved that it is superior to the restricted best linear unbiased estimator in terms of mean squares error and mean squares error matrix.