摘要
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.
出处
《高校应用数学学报(A辑)》
CSCD
北大核心
1991年第1期20-30,共11页
Applied Mathematics A Journal of Chinese Universities(Ser.A)