关于线性ev模型的研究-概率论与数理统计专业论文.docxVIP

AbstractThe Abstract The content of this thesis is linear EV(errors-in-variables)regression models，that is regression models with measurement error．Because data are often obtained with measurement in fact．EV model is more fit in application than the ordinary regression model．While it is more complicate in statistical inference and analysis． research about theory is very difficulty． The main results of this thesis are the following three parts． 1．Problem about the existence of the unbiased estimator of regression parameters in the simple linear EV model is thoroughly solved．The non-existent of unbiased estimator under some common restrictions proved．The condition that’’rehability ratio is known”is generalized to an important under Which unbiased estimator exists?the s,：fficient and necessary condition for its existence dad the formation of unbiased estimator are also put forward． 2．The large sample properties of LS estimator in the linear EV model are dis- cussed．The sufficient and necessary condition for the strong and weak consistency are proved to be the same，hence the strong and weak consistency for LS estimator are equivalent just the ordinary linear regression model．Two conditions under which quadratic-mean consistency holds are given．A counter example shows that weak con- sistency and quadratic-mean consistency are non-equivalent and that the existence of arbitrary order momehts cannot guarantee the quadratic-mean consistency． 3．The linear EV model with replicated observations only explanatory variables is studied．Estimators of parameters are given．The consistency and asymptotic mality of the given estimators are proved with the help of extension of Jamison Theorem． Keywords：Linear EV model．unbiased property,consistency,asymptotic normality, replicated observations 第一章前言§1．1 第一章前言 §1．1 EV模型简介及研究现状 EV(errors-in—variables)模型也称为测量误差(measurement error)模型，是指 在模型中自变量也有测量误差的回归模型．它的一般形式为 Y=f(x，p)，Y=Y+e，X=z+t‘． (1．1．1) 其中自变量和因变量的真实值分别为z，可，它们是不可直接观测的．x和y为 其观测值，u和e为相应的测量