摘要
讨论无约束线性模型的加权最小二乘估计与相应的有约束模型的加权最小二乘估计相等的充分必要条件
The WLSEs under two linear mdoels are considered:a general unrestricted linear model M={Y,Xβ,σ2V} and the corresponding restricted linear model Mr={Y,Xβ|Rβ=0}. Sufficient and necessary conditions are established for the two wlses to be equal.
出处
《暨南大学学报（自然科学与医学版）》
CAS
CSCD
1998年第3期10-14,共5页
Journal of Jinan University(Natural Science & Medicine Edition)
关键词
线性模型
最小二乘估计
广义逆
WLSE
linear model
restricted condition
the weighted least squares estimator
g inverse
Moore Penrose inverse
