Abstract Comparison is made between the MINQUE and simple estimate of the error variance in the normal linear model under the mean square errors criterion, where the model matrix need not have full rank and the disper...Abstract Comparison is made between the MINQUE and simple estimate of the error variance in the normal linear model under the mean square errors criterion, where the model matrix need not have full rank and the dispersion matrix can be singular. Our results show that any one of both estimates cannot be always superior to the other. Some sufficient criteria for any one of them to be better than the other are established. Some interesting relations between these two estimates are also given.展开更多
基金Partially supported by the National Natural Science Foundation of China (No.10271010)the Natural Science Foundation of Beijing and a Project of Science and Technology of Beijing Education Committee.
文摘Abstract Comparison is made between the MINQUE and simple estimate of the error variance in the normal linear model under the mean square errors criterion, where the model matrix need not have full rank and the dispersion matrix can be singular. Our results show that any one of both estimates cannot be always superior to the other. Some sufficient criteria for any one of them to be better than the other are established. Some interesting relations between these two estimates are also given.
