This paper considers the linear model effected by random disturbance,Y=XB+ε,where [~B_ε]～([^(AΘ)_0],VΣ),and ΘTATX TN XAΘΣ.It gives a definition for general admissible estimator of a linear function SΘ + GB of...This paper considers the linear model effected by random disturbance,Y=XB+ε,where [~B_ε]～([^(AΘ)_0],VΣ),and ΘTATX TN XAΘΣ.It gives a definition for general admissible estimator of a linear function SΘ + GB of random regression coefficients and parameters.The necessary and sufficient conditions for LY and LY + C to be general admissible estimators of SΘ + GB in the class of both homogenous and non-homogenous linear estimators are obtained.The conclusion is not dependent of whether or not SΘ + GB is estimable.展开更多
基金the National Natural Science Foundation of China (No. 40574003)
文摘This paper considers the linear model effected by random disturbance,Y=XB+ε,where [~B_ε]～([^(AΘ)_0],VΣ),and ΘTATX TN XAΘΣ.It gives a definition for general admissible estimator of a linear function SΘ + GB of random regression coefficients and parameters.The necessary and sufficient conditions for LY and LY + C to be general admissible estimators of SΘ + GB in the class of both homogenous and non-homogenous linear estimators are obtained.The conclusion is not dependent of whether or not SΘ + GB is estimable.
