混合系数线性模型的参数估计及其分布

The Estimation of Parameters and Distributions of Estimates for a Linear Model with Mixed Coefficients

在连续测量数据情况下，讨论了混合系数的正态线性模型参数的点估计及其分布和有关性质．

In the case of repeated measurement of data, for a linear model with mixed coefficients, the coefficient of fixed effect a and that of random effect β, several forms of point estimates of a, expectation value b of β,covariance matrix Σ and error variance σ 2 are discussed. The distributions of relevant statistics with respect to these estimates, including normal distribution, χ 2 distribution and Wishart distribution, are obtained. Some properties of the point estimates are given.