摘要
给出了一般线性模型下方差的最小范数二次无偏估计相等的充要条件 ,并且当高斯马尔可夫估计与最小二乘估计相等时 ,获得了一个相对简单的条件 ,最后给出此条件应用于抽样调查的一个例子。
Necessary and sufficient conditions for equalities between a 2 y′(I-P Xx)y and minimum norm quadratic unbiased estimator of variance under the general linear model, where a 2 is a known positive number, are derived. Further, when the Gauss? Markov estimators and the ordinary least squares estimator are identical, a relative simply equivalent condition is obtained. At last, this condition is applied to an interesting example.
