摘要
本文考虑一般增长曲线模型(协方差σ2Vφ(×)∑,V≥0,∑≥0),在矩阵迹(trace)意义下,对任一可估函数p=KBL,给出它的最优线性无偏估计(BLUE)(~ρ),并得到σ2的一致最小方差不变二次无偏估计(UMVIQUE)(~ρ).进一步地,讨论了该模型在线性等式的约束下上述参数的最优估计.
In this paper,a General Growth Curve Model is investigated whose covariance is σ^2VФ×∑,V≥0 and ∑≥0. By trace means,we give all Best Linear Unbiased Estimate ρ↑- for arbitrary Estimable Function KBL and also get a Uniformly Minimum Variance Invariant Quadratic Unbiased Estimate σ↑-^2. Furthermore ,we consider the Growth Curve Model with restrictions.
出处
《经济数学》
2005年第4期410-415,共6页
Journal of Quantitative Economics
