摘要
本文研究了未知参数向量a和随机系数β的参数估计的改进,包括在一定条件下的GLSE和LSE,并讨论了参数估计的有关性质及说明了在方差未知时,用其无偏估计代替的思想.最后对GLSE做了一些补充.
This paper researches the improvement of the vector of unknown parameter a and the vector of random-effect parameter fl, including GLSE and LSE in some conditions, discusses the relevant properties of parameter＇s estimation, and explains the thought of using its unbiased estimator replaced when the variance is unknown. Finally there are some complements about GLSE.
出处
《数学杂志》
CSCD
北大核心
2006年第5期513-518,共6页
Journal of Mathematics
关键词
线性模型
参数估计
无偏估计
GLSE
linear model
coefficient estimation
unbias estimation
GLSE
