带约束的回归系数的线性估计的可容许性

ADMISSIBILITY OF LINEAR ESTIMATORS WITH RESPECT TO RESTRICTED REGRESSION COEFFICIENT

在本文中,我们针对带齐次线性等式约束的线性模型Y=Xβ+ε,ε～(0,σ~2V),Hβ=0,给出了回归系数的最佳线性无偏估计的较简单的表达式以及Sβ的估计LY(LY+α)在齐次线性估计类(线性估计类)中可容许的充要条件。

Considera linear model with homogeneous linear equality restricted Y = Xβ+ε, ε- (0,o2V), Hβ= 0, we give an easy formula of the best linear unbiased estimator (BLUE) with respect to regression coefficients. Some necessary and sufficient conditions for an estimator LY (LY + a) of Sβ to be admissible among the class of homogeneous linear estimators (linear estimators) are also giv-en.