摘要
考虑随机效应线性模型:y=Xβ+ε,Eβ=Aα,Eε=0,VAR(β′,ε′)′=σ~2 diag(I_p,I_n)针对线性可估函数ω′_1α,ω′_2β和ω′_1α+ω′_2β,我们分别给出了其G-M估计同时关于设计阵和散布阵是稳健的充要条件。
In this paper,we consider the random effects linear model:Y=Xβ+ε,Eβ=Aα,Eε=0, VAR(β',ε')'=σ~2diag(I_p, I_n) The necessary and sufficient conditions are given that G-M estimators of linearly estimable functions ω'_1α, ω_2β and ω'_1+ω'β are robust with respect to design and dispersion matrices.
关键词
设计
散布阵
稳健性
G-M估计
Design Matrix
Dispersion Matreix
Robustness.
