{"title":"在相关偏差情况下,线性回归模型较高系数的ls和Aitken估计的相等性","authors":"M. Savkina","doi":"10.17721/2706-9699.2021.2.06","DOIUrl":null,"url":null,"abstract":"At the paper a linear regression model whose function has the form $f(x) = ax + b$, $a$ and $b$ — unknown parameters, is studied. Approximate values (observations) of functions $f(x)$ are registered at equidistant points $x_0$, $x_1$,..., $x_n$ of a line segment. It is also assumed that the covariance matrix of deviations is the Toeplitz matrix. Among all Toeplitz matrices, a family of matrices is selected for which all diagonals parallel to the main, starting from the (k +1)-th, are zero, $k = n/2$, $n$ — even. Elements of the main diagonal are denoted by $λ$, elements of the k-th diagonal are denoted by $c$, elements of the j-th diagonal are denoted by $c_{k−j}$ , $j = 1, 2,..., k − 1$. The theorem proved at the paper states that if $c_j = (k/(k + 1))^j c$, $j = 1, 2,..., k−1$, that the LS estimation and the Aitken estimation of the $a$ parameter of this model coincide for any values $λ$ and $c$, which provide the positive definiteness of the resulting matrix.","PeriodicalId":40347,"journal":{"name":"Journal of Numerical and Applied Mathematics","volume":"123 1","pages":""},"PeriodicalIF":0.1000,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"EQUALITY OF LS AND AITKEN ESTIMATIONS OF THE HIGHER COEFFICIENT OF THE LINEAR REGRESSION MODEL IN THE CASE OF CORRELATED DEVIATIONS\",\"authors\":\"M. Savkina\",\"doi\":\"10.17721/2706-9699.2021.2.06\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"At the paper a linear regression model whose function has the form $f(x) = ax + b$, $a$ and $b$ — unknown parameters, is studied. Approximate values (observations) of functions $f(x)$ are registered at equidistant points $x_0$, $x_1$,..., $x_n$ of a line segment. It is also assumed that the covariance matrix of deviations is the Toeplitz matrix. Among all Toeplitz matrices, a family of matrices is selected for which all diagonals parallel to the main, starting from the (k +1)-th, are zero, $k = n/2$, $n$ — even. Elements of the main diagonal are denoted by $λ$, elements of the k-th diagonal are denoted by $c$, elements of the j-th diagonal are denoted by $c_{k−j}$ , $j = 1, 2,..., k − 1$. The theorem proved at the paper states that if $c_j = (k/(k + 1))^j c$, $j = 1, 2,..., k−1$, that the LS estimation and the Aitken estimation of the $a$ parameter of this model coincide for any values $λ$ and $c$, which provide the positive definiteness of the resulting matrix.\",\"PeriodicalId\":40347,\"journal\":{\"name\":\"Journal of Numerical and Applied Mathematics\",\"volume\":\"123 1\",\"pages\":\"\"},\"PeriodicalIF\":0.1000,\"publicationDate\":\"2021-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Numerical and Applied Mathematics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.17721/2706-9699.2021.2.06\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Numerical and Applied Mathematics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.17721/2706-9699.2021.2.06","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
EQUALITY OF LS AND AITKEN ESTIMATIONS OF THE HIGHER COEFFICIENT OF THE LINEAR REGRESSION MODEL IN THE CASE OF CORRELATED DEVIATIONS
At the paper a linear regression model whose function has the form $f(x) = ax + b$, $a$ and $b$ — unknown parameters, is studied. Approximate values (observations) of functions $f(x)$ are registered at equidistant points $x_0$, $x_1$,..., $x_n$ of a line segment. It is also assumed that the covariance matrix of deviations is the Toeplitz matrix. Among all Toeplitz matrices, a family of matrices is selected for which all diagonals parallel to the main, starting from the (k +1)-th, are zero, $k = n/2$, $n$ — even. Elements of the main diagonal are denoted by $λ$, elements of the k-th diagonal are denoted by $c$, elements of the j-th diagonal are denoted by $c_{k−j}$ , $j = 1, 2,..., k − 1$. The theorem proved at the paper states that if $c_j = (k/(k + 1))^j c$, $j = 1, 2,..., k−1$, that the LS estimation and the Aitken estimation of the $a$ parameter of this model coincide for any values $λ$ and $c$, which provide the positive definiteness of the resulting matrix.