摘要
给出在模型Ｍ＝｛Ｙ，Ｘβ，σ￣２Ｖ｝与删除第ｉ个观测值后得到的模型Ｍｄ＝｛Ｙｄ，Ｘ＿ｄβ，σ￣２Ｖｄ｝下β的最佳线性无偏估计差的表达式，并得到了二者相等的充要条件，还给出了在模型Ｍ＿ｄ下β的最小二乘估计是Ｍ下β的最佳线性无偏估计的充要条件．
A formula for the difference between the BLUEs of βunder M={Y,Xβ,σV} and the BLUEs of β under Md={Yd,Xdβ,σ2Vd} is given. Further the necessary andsufficient conditions for the equality of above two estimators are established, and thenecessary and sufficient conditions for the equality of the OLSE of β under Md and theBLUEs of β under M are established.
出处
《东北师大学报（自然科学版）》
CAS
CSCD
1996年第3期4-7,共4页
Journal of Northeast Normal University(Natural Science Edition)
关键词
线性模型
最小二乘估计
观测量
估计量
linear model
generalied inverse
ordinary least squares estimator
best linearunbiased estimator
