研究文章
一个新的Ridge-Typeγ回归模型的估计量
|
|
|
n |
ρ |
大中型企业 |
GRE -k |
中- - - - - -d |
GKL (
) |
GKL (
) |
|
| 0.5 |
20. |
0.95 |
4.049 |
2.193 |
3.473 |
2.784 |
2.165 |
| 0.99 |
17.213 |
6.962 |
15.174 |
10.464 |
6.451 |
| 0.999 |
172.420 |
63.921 |
164.530 |
102.441 |
55.631 |
| 50 |
0.95 |
2.393 |
1.525 |
2.188 |
1.800 |
1.520 |
| 0.99 |
7.742 |
3.192 |
7.036 |
4.588 |
2.509 |
| 0.999 |
69.729 |
22.843 |
67.015 |
36.936 |
22.786 |
| 200年 |
0.95 |
1.375 |
1.155 |
1.282 |
1.252 |
1.103 |
| 0.99 |
2.131 |
1.210 |
1.750 |
1.561 |
1.207 |
| 0.999 |
9.941 |
1.658 |
8.325 |
4.507 |
1.431 |
|
| 1 |
20. |
0.95 |
7.397 |
4.424 |
6.884 |
5.075 |
3.476 |
| 0.99 |
34.889 |
19.071 |
33.216 |
22.709 |
11.262 |
| 0.999 |
356.808 |
192.852 |
350.583 |
231.657 |
123.844 |
| 50 |
0.95 |
4.790 |
3.348 |
4.651 |
3.564 |
2.779 |
| 0.99 |
19.784 |
12.398 |
19.291 |
13.428 |
5.905 |
| 0.999 |
191.838 |
116.591 |
189.700 |
126.654 |
35.276 |
| 200年 |
0.95 |
1.644 |
1.462 |
1.549 |
1.402 |
1.348 |
| 0.99 |
3.269 |
1.583 |
2.839 |
2.125 |
1.437 |
| 0.999 |
20.402 |
4.716 |
18.550 |
9.311 |
4.049 |
|
|
