多元线性模型中随机回归系数和参数的最优估计

OPTIMAL ESTIMATION OF STOCHASTIC REGRESSION COEFFEICIENTS AND PARAMETERS IN MULTIVARIATE LINEAR MODEL

本文研究了一般的随机效应多元线性模型中线性可估函数的最优线性无偏估计。特别地 ,考虑了一类特殊的估计 :Φ-线性估计 ,给出了 Φ-线性可估函数和最优 Φ—线性无偏估计的定义。得到了 Φ-线性可估函数的最优Φ—线性无偏估计 。

In this paper we investigated optimal linear unbiased estimation of the linear estimable function in general multivariate random effect linear model. Specifically, we consider a class of special estimation function: Φ -linear estimation function, and give the defines of the Φ -estimable function and the optimum Φ -linear unbiased estimators of the Φ -estimable function, which is unique with probability one, are obtained.