| 有约束的线性模型下的最小二乘估计与最佳线性无偏估计的比较 |
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| 引用本文： | 汪静,孔凡惠. 有约束的线性模型下的最小二乘估计与最佳线性无偏估计的比较[J]. 暨南大学学报(自然科学与医学版), 1999, 0(3) |
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| 作者姓名： | 汪静 孔凡惠 |
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| 作者单位： | 暨南大学数学系!广东广州５１０６３２ |
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| 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．
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| 关 键 词： | 无约束的线性模型 有约束的线性模型 最小二乘估计 最佳线性无偏估计 |
On a relationship between the OLSE and the BLUE in the restricted general linear model |
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| WANG Jing, KONG Fan hui. On a relationship between the OLSE and the BLUE in the restricted general linear model[J]. Journal of Jinan University(Natural Science & Medicine Edition), 1999, 0(3) |
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| Authors: | WANG Jing KONG Fan hui |
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| Abstract: | 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. |
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| Keywords: | : general linear model linear restriction ordinary least squares estimator best linearunbiased estimator |
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