摘要
对随机效应线性模型(y,X<sub>0</sub>β,Aα,σ<sup>2</sup>V):y=x<sub>0</sub>β+ε,E(<sub>ε</sub><sup>β</sup>)=(A<sub>α</sub>/0),Cov(<sub>ε</sub><sup>β</sup>)(?)给出了下列问题的解:当且仅当 X 满足什么条件时,才能使(y,X<sub>0</sub>β,Aα,σ<sup>2</sup>V)下任一可估函数ω′<sub>1</sub>α(或ω′<sub>2</sub>β或ω′<sub>1</sub>α+ω′<sub>2</sub>β)的所有 BLUE 都是(1)(y,xβ,Aα,σ<sup>2</sup>V)下ω′<sub>1</sub>α(或ω′<sub>2</sub>β或ω′<sub>1</sub>α+ω′<sub>2</sub>β)的线性无偏估计(LUE)或 BLUE(2)(y,Xβ,Aα,σ<sup>2</sup>V)下ω′<sub>1</sub>α(或ω′<sub>2</sub>β或ω′<sub>1</sub>α+ω′<sub>2</sub>β)的线性最小偏差估计(LIMBE)或最佳线性最小偏差估计(BLIMBE)
Consider a random effects linear model(y,X_0β,Aα,σ~2V):y=X_0β+ε,E(_ε~β)=(A_α/0),■We give the solutions to the following problems:What is X such that every BLUE of every estimable function ω′_1 α,ω′_2βor ω′_1α+ω′_2βunder(y,X_0β,Aα,σ~2V)is(1)a LUE or a BLUE under(y,Xβ,Aα,σ~2V);(2) a LIMBE or a BLMBE under(y,Xβ,Aα,σ~2V).We also give the solutions to the above-mentioned problens When attention is restricted to a subclass of estimable funetions.