All these estimates are feasible unbiased estimates . we use the quotient of the determinant of the variance - covariance matrix of the feasible unbiased estimates , that is , a kind of relative efficency to compare these esti - mates . the results have instructive significance for practice 我們應用這些估計的協方差陣的行列式之商,即一種相對效率比較了這些估計的優劣,所得結果對實際應用具有一定指導意義。
Panel data model is an important linear model in economics , finance , biology , medicines and other fields . in recent twenty years , statistical in - ferrence about this model attracts many statisticians . in this paper , we first generalize the latest development of parameter estimation in this field , then focus on parameter estimation in the panel model with individual effect and time effect . many articles researched the parameter estimation of the regression coefficents in the case that both individual effect and time effect are random , but in some conditions , it is more reasonable if we suppose either of them is fixed . this paper is based on this hypothesis to research the estimations of the coefficents . the variance - covariance matrix still include parameter of variance in this condition , so our purpose is to look for feasible estimations Panel數據模型是一類具有重要應用的線性統計模型,它在經濟、金融、生物、醫學等領域都有廣泛的應用。近二十余年來,關于這種模型的統計推斷吸引了很多統計學家。本文首先概述了這一領域參數估計方面的最新發展,然后集中討論了既含有個體效應,又有時間效應的panel數據模型的參數估計。
Discusses the characteristic values on individual stock risk with the standard deviation , variance ( 2 ) , standard deviation coefficient ( cv ) and coefficient measurement , construct the individual on stock ' s statistics index system on investment risk . 2 . discuss the characteristic of standard deviation , variance , variance - covariance matrix to measure the investment risk of stock portfolio 第二章“證券投資風險的度量”分為三個小節: 1 、討論單個證券風險用標準差( ) 、方差( ~ 2 ) 、變差系數( cv )以及系數度量,構造了單個證券的投資風險統計指標體系; 2 、討論了用標準差和方差、方差?協方差矩陣、方差?協方差矩陣的特征值來度量組合證券的投資風險; 3 、計算了衡量證券組合系統性風險的系數值,并分析了系數的含義和預測能力的可靠性。