| 分块线性模型中Bayes线性无偏估计的可加性 |
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| 引用本文： | 邱红兵,罗季. 分块线性模型中Bayes线性无偏估计的可加性[J]. 广东工业大学学报, 2012, 0(1): 64-66 |
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| 作者姓名： | 邱红兵 罗季 |
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| 作者单位： | 广东工业大学应用数学学院;浙江财经学院数学与统计学院 |
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| 基金项目： | 国家自然科学基金资助项目(11171058);浙江省自然科学基金资助项目(Y6110615);国家社会科学基金资助项目(11CTJ008) |
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| 摘 要： | 得到了βi在线性模型M=(y,X1β1+X2β2,T)下的Bayes线性无偏估计与其在小模型Mi=(y,Xiβi,T)下的Bayes线性无偏估计相等的充分必要条件,i=1,2;并考虑了Xiβi在小模型Mi下的Bayes线性无偏估计之和与Xβ在全模型M下的Bayes线性无偏估计之间的相等关系.
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| 关 键 词： | 分块线性模型 Bayes线性无偏估计 最佳线性无偏估计 可加性 |
Additivity of the Bayes Linear Unbiased Estimator in the Partitioned Linear Model |
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| Qiu Hong-bing,Luo Ji. Additivity of the Bayes Linear Unbiased Estimator in the Partitioned Linear Model[J]. Journal of Guangdong University of Technology, 2012, 0(1): 64-66 |
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| Authors: | Qiu Hong-bing Luo Ji |
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| Affiliation: | 1.Faculty of Applied Mathematics,Guangdong University of Technology,Guangzhou 510520,China; 2.Faculty of Mathematics and Statistics,Zhejiang University of Finance and Economics,Hangzhou 310018,China) |
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| Abstract: | Equality of Bayes linear unbiased estimator for βi in linear model M and M1 is discussed,and the necessary and sufficient conditions are derived for the Bayes linear unbiased estimator in the partitioned linear model M=(y,X1β1+X2β2,T) to be the sum of the Bayes linear unbiased estimators under the two small models M1=(y,X1β1,T) and M2=(y,X2β2,T). |
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| Keywords: | partitioned linear model Bayes linear unbiased estimator best linear unbiased estimator additivity |
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