For the general fixed effects linear model:Y=Xτ+ε,ε~N(0,V)(or N(0,σ<sup>2</sup>V)),V≥0,we obtain the necessary and sufficient condition for LY+α to be admissible for Sτ in the class of allest...For the general fixed effects linear model:Y=Xτ+ε,ε~N(0,V)(or N(0,σ<sup>2</sup>V)),V≥0,we obtain the necessary and sufficient condition for LY+α to be admissible for Sτ in the class of allestimators under matrix loss function(d-Sτ)(d-Sτ)′;for the general random effects linear model:Y=Xβ+ε,(?)where (?)=XV<sub>11</sub>X′+XV<sub>12</sub>+V<sub>21</sub>X′+V<sub>22</sub>≥0,we also obtain the necessary and sufficient condition for LY+α to be admissible for Sα+Qβin the class of all estimators under matrix loss function(d-Sα-Qβ)(d-Sα-Qβ)′.展开更多
文摘For the general fixed effects linear model:Y=Xτ+ε,ε~N(0,V)(or N(0,σ<sup>2</sup>V)),V≥0,we obtain the necessary and sufficient condition for LY+α to be admissible for Sτ in the class of allestimators under matrix loss function(d-Sτ)(d-Sτ)′;for the general random effects linear model:Y=Xβ+ε,(?)where (?)=XV<sub>11</sub>X′+XV<sub>12</sub>+V<sub>21</sub>X′+V<sub>22</sub>≥0,we also obtain the necessary and sufficient condition for LY+α to be admissible for Sα+Qβin the class of all estimators under matrix loss function(d-Sα-Qβ)(d-Sα-Qβ)′.