THE BALANCED LS ESTIMATIONS OF THE REGRESSION COEFFICIENTS FOR TWO KINDS OF LINEAR MODELS AND THEIR PROPERTIES
BAI Chao
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College of Finance and Statistics, Hunan University, Changsha 410007;College of Science, Central South University of Forestry and Technology, Changsha 410004
Based on the idea of the balanced loss function, this paper considers two kinds of linear regression models which are subject to Cov(e) = 2, with > 0 and ≥ 0, respectively. New standards for estimating the regression coefficients of the two models are proposed, and the general balanced LS estimation and the singular balanced LS estimation are presented. Furthermore, their superior properties with respect to some criteria are analyzed. Finally, a numerical example is provided to illustrate the application of the balanced LS estimation.
BAI Chao.
THE BALANCED LS ESTIMATIONS OF THE REGRESSION COEFFICIENTS FOR TWO KINDS OF LINEAR MODELS AND THEIR PROPERTIES. Journal of Systems Science and Mathematical Sciences, 2013, 33(11): 1263-1271 https://doi.org/10.12341/jssms12203