杨虎, 黎雅莲. 线性混合模型参数的部分岭型谱分解估计[J]. 应用概率统计, 2008, 24(3): 289-296.
引用本文: 杨虎, 黎雅莲. 线性混合模型参数的部分岭型谱分解估计[J]. 应用概率统计, 2008, 24(3): 289-296.
Yang Hu, Li Yalian. Partial Ridge-Type Spectral Decomposition Estimate in Linear Mixed Model[J]. Chinese Journal of Applied Probability and Statistics, 2008, 24(3): 289-296.
Citation: Yang Hu, Li Yalian. Partial Ridge-Type Spectral Decomposition Estimate in Linear Mixed Model[J]. Chinese Journal of Applied Probability and Statistics, 2008, 24(3): 289-296.

线性混合模型参数的部分岭型谱分解估计

Partial Ridge-Type Spectral Decomposition Estimate in Linear Mixed Model

  • 摘要: 对于随机效应部分为一般平衡多项分类的线性模型, 将王松桂等\ucite1提出的一种称之为谱分解估计(SDE)的参数估计新方法推广到具有病态设计阵的线性模型, 提出了部分岭型谱分解估计, 通过类似于主成分估计的降维模型变换, 可以很方便的研究它的抗干扰性和其它重要性质. 本文的结果可以很方便的应用于Panel模型.

     

    Abstract: As to the linear model with its random effect being common balance multiple classification, Wang and Yin\ucite1 introduced a new parameter estimation method called the spectral decomposition estimate (SDE). In this paper, we generalize the SDE into the situation when the design matrix is ill-conditioned and propose the partial ridge-type spectral decomposition estimate. Through the model transformation of dimensionality reduction which is similar to the principal component estimate, we can easily get that the new estimate has stronger noise-rejection ability and some other important properties. Furthermore, the results we get in the paper can also be easily used in Panel model.

     

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