杂录:从无偏线性估计方程到无偏估计量

Miscellanea. From unbiased linear estimating equations to unbiased estimators

Biometrika · 1998
被引 1
ABS 4

中文导读

针对无偏线性估计方程的解,提出偏差校正与预防方法,给出精确偏差公式,并应用于一阶自回归模型。

Abstract

We suggest in this paper bias correction and prevention measures for the estimator defined as a solution to an unbiased linear estimating equation. A new formula for the exact bias of this estimator is presented and is expressed as a convergent sequence. Feasible exact bias correction based on the formula is computationally straightforward. Connections to Firth's (1993) device of bias prevention are drawn. The primary application is to the first-order autoregression model.

统计学计量经济学时间序列分析估计理论