混合模型及其导出模型下无偏估计间的关系

广东工业大学学报 ›› 2004, Vol. 21 ›› Issue (1): 97-100.

混合模型及其导出模型下无偏估计间的关系

广东工业大学应用数学学院广东广州； 510090；

出版日期:2004-03-03 发布日期:2004-03-03

The Relation for Unbiased Estimators under the Mixed Model and Its Reduced Models

(Dept.of Applied Mathematics,Guangdong University of Technology,Guangzhou 510090,China)

Online:2004-03-03 Published:2004-03-03

摘要/Abstract

摘要： 对于方差分量的线性函数c′σ2的最小范数二次无偏估计,需要求解非线性方程组,一般没有显式解,只能获得迭代解.本文给出了当V0≥0时,c′σ2在混合模型M=(y,Xβ,Uζ,σ20V0)下的最小范数二次无偏估计及其导出模型下的最小范数二次无偏估计之间的相等关系.

关键词: 混合模型；方差分量；最小范数二次无偏估计；

Abstract: Regarding the variance component linear function minimum norm quadratic unbiased estimates,it is needed to solve the nonlinear simultaneous equation. Generally speaking,it does not have the explicit solution,but it can only obtain the iterative solution.In this paper,the relation for estimators of c′σ~2 is shown under the mixed model M=(y,Xβ,Uζ,σ~20V0)and its reduced models with V0≥0.

Key words: mixed model； variance components； minimum norm quadratic unbiased estimator；

邱红兵； . 混合模型及其导出模型下无偏估计间的关系[J]. 广东工业大学学报, 2004, 21(1): 97-100.

QIU Hong-bing . The Relation for Unbiased Estimators under the Mixed Model and Its Reduced Models[J]. Journal of Guangdong University of Technology, 2004, 21(1): 97-100.

参考文献

[1] 邱红兵. 最小范数二次无偏估计与最小方差二次无偏估计的关系[J]. 应用数学. 2001(S1)

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[2] 倪国熙编.常用矩阵理论和方法[M]. 上海科学技术出版社, 1984

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