多元线性模型中两类预测的最优性判别

Discrimination of Superiority of Two Predictions in the Multivariate Linear Model

在一般多元线性模型中就基于岭估计的预测量与最优线性无偏预测量的最优性判别问题进行了讨论,得到了基于岭估计的预测量在矩阵迹意义下优于最优线性无偏预测量的充要条件.

The optimality of the prediction based on the ridge estimation and the optimal linear unbiased predication in the multivariate linear model was investigated. A sufficient and necessary condition of the superiority of the ridge prediction to the optimal linear unbiased prediction was given under the condition of the criteria of matrix trace function.