| 复共线联立方程模型参数的修正间接岭估计 |
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| 引用本文：胡俊航1，彭丽华2.复共线联立方程模型参数的修正间接岭估计[J].经济数学,2012,(4):42-46 |
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| 中文摘要:在结构方程恰好被识别时，研究了外生变量设计矩阵X复共线时联立方程模型的参数估计问题，提出了参数的一种修正间接岭估计方法，并证明了这种参数估计的良好统计性质，最后给出了在修正间接岭估计均方误差最小意义下岭参数的一种选择方法. |
| 中文关键词:联立方程 参数估计 间接岭估计 岭参数 |
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| The Modified Indirect Ridge Estimates of the Parameters in Multicollinear Simultaneous Equation Models |
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| Abstract:When the structure equations are identified, this paper researches the problem of estimating parameters in simultaneous equations if the matrix of the exogenous variables X is multicollinear. A kind of modifying indirect ridge estimate method was proposed to estimate parameters, and the excellent statistic properties of the estimated were proven parameters. Finally, a method of choosing ridge parameter was given,which meets the requirement that the mean square error of parameters estimated is least. |
| keywords:simultaneous equations parameter estimate indirect ridge estimate ridge parameter |
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