The Application of Matrix Partial Order in the Comparison of Linear Model

Abstract:

In order to make the matrix theory of matrix partial order in multivariate analysis and linear model parameter estimation plays an important application, this paper mainly discusses matrix partial order and its application in linear model to compare. Firstly introduces estimation and model comparison the basis knowledge, then use the matrix partial order theory comparison of generalized ridge estimation and LS estimation. Under the mean square error criterion, discusses the ridge estimation superior to LS estimation problem, On this basis, using Lowner partial order generalized ridge estimators are discussed relative to the LS estimate of good properties, popularize the previous conclusions.

• Periodical: Advanced Materials Research (Volume 717)
• Pages: 481-485
• DOI: https://doi.org/10.4028/www.scientific.net/AMR.717.481
• Online since: July 2013
• Authors: Shu Yuan Liu
• Keywords: Generalized Ridge Estimators, Linear, LS Estimate, Matrix Partial Order, Model

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