摘要
分析了半参数模型最小二乘解的特点,特别指出矩阵BTPB病态或奇异时,补偿最小二乘将会失效。基于线形模型岭估计原理,提出了半参数广义补偿最小二乘估计法,给出了其估计公式及其统计性质,并通过算例分析得出了相应的结论。
Having analyzed the characteristics of least squares solution for semiparametric model, this paper especially points out that compensated least squares for semiparametric model will be invalid when the matrix BTpB is ill-posed or singular. According to the principle of ridge estimate for linear parametric model, the general compensated least squares for semiparametric model is put forward, and the formula and statistical properties of esti- mates are given. Finally, some helpful conclusions are drawn after analyzing some examples.
出处
《大地测量与地球动力学》
CSCD
北大核心
2006年第4期22-26,共5页
Journal of Geodesy and Geodynamics
关键词
半参数模型
补偿最小二乘
广义补偿最小二乘
病态矩阵
岭估计
semiparametric model, compensated least squares, general compensated least squares, ill-posed matrix,ridge estimate
