回归模型中参数函数的估计

THE ESTIMATION OF THE PARAMATER FUNCTION INTHE REGRESSION MODEL

本文主要研究在线性回归模型中均值参数的二次型与线性型的和的估计,导出了二次无偏可估性条件,找出二次无偏估计。在正态条件下,考虑最优二次无偏估计以及证明了无偏可估性与二次无偏可估性等价。

This paper mainly presents the estimation of the sum of linear form and quadratic form about mean-value paramater in the regression model. The conditions of quadratic unbiased estimability are derived,and the quadratic unbiased estimation is found,under normality assumption,the best quadratic unbiased estimators are considered. And the equivaleuce between the unbiased estimability and the quadratic unbiased estimability is proved.