带约束的增长曲线模型中的可容许线性估计

Admissible linear estimation in growth curve model with respect to a restricted parameter set

对于带约束的增长曲线模型Y=X1ΘX2+ε,ε^(0,σ2V Iq),tr(X′2Θ′X′1NX1ΘX2)≤σ2,讨论了可估函数KΘL的可容许性在矩阵损失函数(d-KΘL)(d-KΘL)′下得到了D YF+C线性可容许的充要条件.

For the growth curve model with respect to a restricted parameter set Y=x1ΘX2＋ε,ε～（0,σ^2V（×）Iq）,tr（X＇2Θ＇X＇1 NX1ΘX2）≤σ^2, we consider the admissibility of linear estimators of KΘL under the matrix loss function （d-KΘL）（d-KΘL）＇ . The necessary and sufficient conditions for DYF ＋ C to he admissible estimators of KΘL in the class of linear estimators are gained, whether KΘL is estimable or non-estimable.