具有两个方差分量的一般随机效应线性模型中回归系数和参数的G-M估计

Gauss-markov Estimators of Regression Coefficients and Parameters in a General Random Effects Linear Model with Two Variance Components Model with Two Variance Components

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线性可估函数Sα+Qβ,给出了Sα+Qβ的G—M估计存在的充要条件与其所有的G—M估计。

In this paper,the author considered a general random effects Linear mode Y=Xβ+e,and estimated Sα+Qβ with Linear estimable. The necessary, and sufficient condition that there exist Gauss-Mavrkov estimators of' Sα+Qβis derived. All Gauss--Markov estimators of sα+Qβ are given.