ÔÆÌ⺣ - רҵÎÄÕ·¶ÀýÎĵµ×ÊÁÏ·ÖÏíÆ½Ì¨

µ±Ç°Î»ÖãºÊ×Ò³ > ¼ÆÁ¿¾­¼Ãѧ¿Î¼þµÚÈýÕ ¶àÔªÏßÐԻعéÄ£Ðͼ°·ÇÏßÐԻعéÄ£ÐÍ

¼ÆÁ¿¾­¼Ãѧ¿Î¼þµÚÈýÕ ¶àÔªÏßÐԻعéÄ£Ðͼ°·ÇÏßÐԻعéÄ£ÐÍ

  • 62 ´ÎÔĶÁ
  • 3 ´ÎÏÂÔØ
  • 2025/7/5 1:09:54

¶þ¡¢¶àÔªÏßÐԻعéÄ£Ð͵ľØÕó±íʾ

¶à¸ö½âÊͱäÁ¿µÄ¶àÔªÏßÐԻعéÄ£Ð͵Än×éÑù±¾¹Û²âÖµ£¬¿É ±íʾΪY1 ???1 ????2 X 21 ????3 X 31 ????????k X k1 ??u1 Y2 ???1 ????2 X 22 ????3 X 32 ????????k X k 2 ??u 2

Yn ???1 ????2 X 2n ????3 X 3n ????????k X kn ??u n

ÓþØÕó±íʾ

?Y1 ???1 X 21 ?Y ???1 X 22 ??2?????

?????????? ??? ?YYn ???1 X 2 n

n ?1

n? k

??X k1 ??????1 ????u1 ?

????????????????u ? ??X k 2 ???2 ????2 ? ????????????

??????????????? ???????????????

? u X

??X kn ??????k ???u n ?

k ?1 n ?1

9

9

¾ØÕó±íʾ·½Ê½

×ÜÌ廨¹éº¯Êý

E (Y) = X¦Â »ò Y = X¦Â + u ?? = »ò ? X¦ÂY Y = X¦Â + e

Ñù±¾»Ø¹éº¯Êý

?

ÆäÖУº Y,Y,u,e ¶¼ÊÇÓÐn¸öÔªËØµÄÁÐÏòÁ¿

?

¦Â, ¦Â ÊÇÓÐk ¸ö ÔªËØµÄÁÐÏòÁ¿

£¨ k = ½âÊͱäÁ¿¸öÊý + 1 £©

X ÊǵÚÒ»ÁÐΪ1µÄn¡Ák½×½âÊͱäÁ¿Êý¾Ý¾ØÕó £¬

(½Ø¾àÏî¿ÉÊÓΪ½âÊͱäÁ¿×ÜÊÇȡֵΪ1)

10

Èý¡¢¶àÔªÏßÐԻعéÖеĻù±¾¼Ù¶¨

¼Ù¶¨1£ºÁã¾ùÖµ¼Ù¶¨

(=0ui ) ?? E£¨uE £© 0 £¨ i=1£¬2£¬---n£© »ò

¼Ù¶¨2ºÍ¼Ù¶¨3£ºÍ¬·½²îºÍÎÞ×ÔÏà¹Ø¼Ù¶¨£º 2 Cov ?£¨£© i ??Eu i )(u j ??Eu j )] ??E (ui u j ) ? (ui , i=ju j ) ??E[(u

Cov(ui , u j ) ??E{[ui ??E (ui )][u j ??E (u j )]} ??E (uu?)

???E (u1u1 ) E (u1u2 ) ??E (u u ) E (u u ) 2122 ? ? ?? ??

???E (unu1 ) E (unu2 )

E (u1un ) ??1 0

??0 1 E (u2un ) ?2? ????????????? ???????????? ????????????

E (unun ) ??0 0

(i ??1, 2, n

»òÓ÷½²î-Э·½²î¾ØÕó±íʾΪ:

0

(i¡Ùj)

0? j ??1, 2, ?? 0? ??2

???I ? ?? 1?

n)

11

¼Ù¶¨4£ºËæ»úÈŶ¯ÏîÓë½âÊͱäÁ¿²»Ïà¹Ø

Cov( X ji , ui ) ??0

( j ??2,3,

, k)

¼Ù¶¨5: ÎÞ¶àÖØ¹²ÏßÐÔ¼Ù¶¨ (¶àÔªÖÐÔö¼ÓµÄ)

¼Ù¶¨¸÷½âÊͱäÁ¿Ö®¼ä²»´æÔÚÏßÐÔ¹ØÏµ£¬»ò¸÷¸ö½â ÊͱäÁ¿¹Û²âÖµÖ®¼äÏßÐÔÎ޹ء£»ò½âÊͱäÁ¿¹Û²âÖµ ¾ØÕóXµÄÖÈΪK(×¢ÒâXΪnÐÐKÁÐ)¡£ Ran(X)= kRak(X'X)=k ¼´ (X'X) ¿ÉÄæ ¼Ù¶¨6:Õý̬ÐÔ¼Ù¶¨

ui ~ N (0,??) 2 2

u ~ N (0, ??I)

12

  • ÊÕ²Ø
  • Î¥¹æ¾Ù±¨
  • °æÈ¨ÈÏÁì
ÏÂÔØÎĵµ10.00 Ôª ¼ÓÈëVIPÃâ·ÑÏÂÔØ
ÍÆ¼öÏÂÔØ
±¾ÎÄ×÷Õߣº...

¹²·ÖÏí92ƪÏà¹ØÎĵµ

Îĵµ¼ò½é£º

¶þ¡¢¶àÔªÏßÐԻعéÄ£Ð͵ľØÕó±íʾ ¶à¸ö½âÊͱäÁ¿µÄ¶àÔªÏßÐԻعéÄ£Ð͵Än×éÑù±¾¹Û²âÖµ£¬¿É ±íʾΪY1 ???1 ????2 X 21 ????3 X 31 ????????k X k1 ??u1 Y2 ???1 ????2 X 22 ????3 X 32 ????????k X k 2 ??u 2 Yn ???1 ????2 X 2n ????3 X 3n ????????k X kn ??u n ÓþØÕó±íʾ ?Y1 ???1 X 21 ?Y ???1 X 22 ??2????? ?????????? ??? ?YYn ???1 X 2 n n ?1 n? k ??X k1 ??????1 ????u1 ? ????????????????u ?

¡Á ÓοͿì½ÝÏÂÔØÍ¨µÀ£¨ÏÂÔØºó¿ÉÒÔ×ÔÓɸ´ÖƺÍÅŰ棩
µ¥Æª¸¶·ÑÏÂÔØ
ÏÞÊ±ÌØ¼Û£º10 Ôª/·Ý Ô­¼Û:20Ôª
VIP°üÔÂÏÂÔØ
ÌØ¼Û£º29 Ôª/Ô ԭ¼Û:99Ôª
µÍÖÁ 0.3 Ôª/·Ý ÿÔÂÏÂÔØ150·Ý
ȫվÄÚÈÝÃâ·Ñ×ÔÓɸ´ÖÆ
VIP°üÔÂÏÂÔØ
ÌØ¼Û£º29 Ôª/Ô ԭ¼Û:99Ôª
µÍÖÁ 0.3 Ôª/·Ý ÿÔÂÏÂÔØ150·Ý
ȫվÄÚÈÝÃâ·Ñ×ÔÓɸ´ÖÆ
×¢£ºÏÂÔØÎĵµÓпÉÄÜ¡°Ö»ÓÐĿ¼»òÕßÄÚÈݲ»È«¡±µÈÇé¿ö£¬ÇëÏÂÔØÖ®Ç°×¢Òâ±æ±ð£¬Èç¹ûÄúÒѸ¶·ÑÇÒÎÞ·¨ÏÂÔØ»òÄÚÈÝÓÐÎÊÌ⣬ÇëÁªÏµÎÒÃÇЭÖúÄã´¦Àí¡£
΢ÐÅ£ºfanwen365 QQ£º370150219
Copyright © ÔÆÌ⺣ All Rights Reserved. ËÕICP±¸16052595ºÅ-3 ÍøÕ¾µØÍ¼ ¿Í·þQQ£º370150219 ÓÊÏ䣺370150219@qq.com