Dissertation > Excellent graduate degree dissertation topics show

Study on the Relative Efficiency in Parameter Estimation for Linear Model

Author: XiaLei
Tutor: TianBaoGuang
School: Qingdao University of Science and Technology
Course: Applied Mathematics
Keywords: linear model relative efficiency the least square estimate lower bound
CLC: O212.1
Type: Master's thesis
Year: 2010
Downloads: 34
Quote: 0
Read: Download Dissertation

Abstract


Linear model is one of the most important branches which develops earlier and concludes more theories in mathematical statistics.Linear model is an important statistic model which includes many statistical models for example linear regression model,variance analysis model , covariance analysis model and variance component model .Though the best linear unbiased estimate (BLUE) is the most perfect estimate of unknown parameters, it is difficult or impossible for us to get it for some reason. The least square estimate (LSE) is widely used as its minimalist covariance among estimates of the unbiased parameters. The loss is inevitable and sometimes this loss is great. To measure it,a lot of scholars put forward relative efficiencies of the least square estimate to the best linear unbiased estimate for the unknown parameter from different aspects.Some scholars discuss the relative efficiency and their corresponding nature linear model.The main results of this paper are listed in the following.Ⅰ.We elaborate the cause of the relative efficiency being and generalize the literature of internal and abroad in generalized linear model、growth curve model and linear weighted regression model in relative fields respectively. At the same time we introduce the 1atest development and the main results . What we have to study in this paper is also introduced.Ⅱ.A new relative efficiency which is first proposed in linear model in [1] is extended to generalized linear model . The lower bound is given and the relation with some generalized correlation coefficients is also discussed. Some useful results are got.Ⅲ.Three new relative efficiencies in other models are extended to general growth curve model. Their upper bounds are also studied.Ⅳ.Firstly,a new relative efficiency in linear weighted regression model is proposed. The lower bound is given and the relation with some generalized correlation coefficients is also discussed. Then we get two new relative efficiencies about mean matrix and their upper bounds.

Related Dissertations

  1. A Functional Data Based Approach for Studying the Relation of ECG T-wave and RR Intervals,R444
  2. Universities RD input-output hysteresis and evaluation of the relative efficiency,G647
  3. Circulating fluidized bed boiler combustion modeling and optimization control,TK229.66
  4. To both Railway Reconstruction lines CAD research and development,U212.3
  5. Bring Lower Bounds for Equilibrium Problems Existence of Solutions Xing , stability analysis and Its Algorithm,O177
  6. Eigenvalue problem of a compact Riemannian manifold research,O186.12
  7. Workpiece may refuse the online scheduling problem of the two models,O223
  8. On-line Scheduling on Partial Batch-machine,O223
  9. The Relationship between FD-OCT Structure and Visual Field Function in Glaucoma,R775
  10. Analysis on the Error of Single/Multiple Airborne Observer(s) Passive Localization,TN97
  11. Problems on Feedback with Carry Shift Register,TN918.1
  12. On-line Parallel Machine Scheduling with Chains Precedence Constraints,O223
  13. The likelihood of missing data partially linear model heteroscedasticity test based on experience,O212.1
  14. Study on Small Signal Stability of Power System Containing Flexible Devices,TM712
  15. A Study on Aperiodic Signal Extraction Methods Based on the Theory of Stochastic Resonance,TN911.23
  16. A Study on Economic Growth Perfomance in China under Constrain of Resources and Environment,F205;F124
  17. Probability of Default Based on Generalized Partial Linear Model,F830.33
  18. Control Strategy Research of UPFC and Influence Caused by UPFC Installed in Power System,TM76
  19. The Moderation Effect of Neurotic Personality and Rumination in Relationship between Stress and Depressive Symptoms of Adolescents’ in Different Genotypes of 5-HTTLPR,R749.4
  20. The Cognitive Vulnerable Variables of Depression in Seventh Grade Children : a Follow-up Study and Implications for Education,G444
  21. Statistical Inference for Varying-coefficient Partially Linear Models with Missing Responses,O212.1

CLC: > Mathematical sciences and chemical > Mathematics > Probability Theory and Mathematical Statistics > Mathematical Statistics > General mathematical statistics
© 2012 www.DissertationTopic.Net  Mobile