回归系数和参数的可容许性估计——对正态条件下具有两个方差分量的一般随机效应线性模型

Admissibility Estimators for Regression Coefficients and Parameters——For Linear Model of General Random Effects With Twe Variance Components Under Normality Condition

本文考虑具有两个方差分量的一般随机效应线性模型Y=Xβ+e,对该模型随机回归系数和参数的可估函数Sα+Qβ,在矩阵损失与二次损失函数下,分别给出其线性估计LY+α在一切估计类中是Sα+Qβ的可容许估计的充分条件。

A linear model of general random effects with two variance componentsY=Xβ+ e is considered in this paper. For estimable functions Sα+ Qβ of sto-chastic regression coefficients and parameters for the model, the sufficientconditions for LY+α to be admissible within the class that contains all theestimators for Sα+ Qβ with matrix loss function and quadratic loss functionunder normality condition are given respectively.