摘要
研究了无约束的线性模型M={Y,X(,(2V}的最小二估计OLSE与在相应的有约束的线性模型Mr={Y,X(|R'(=0,(2V}下X(的最佳线性无偏估计BLUE(X()的比较问题,建立了在Mr下这两个线性无偏估计量相等的充要条件.
A relationship is studied between the OLSE of under a general unrestricted linear model and the BLUE of under the corresponding restricted modelNecessary and sufficient conditions are obtained for the OLSE of under M to be also theBLUE of under Mr.
出处
《暨南大学学报(自然科学与医学版)》
CAS
CSCD
1999年第3期17-22,共6页
Journal of Jinan University(Natural Science & Medicine Edition)
关键词
最小二乘估计
线性无偏估计
线性回归模型
: general linear model
linear restriction
ordinary least squares estimator
best linearunbiased estimator