Journal of Guangdong University of Technology ›› 2012, Vol. 29 ›› Issue (1): 64-66.

• Comprehensive Studies • Previous Articles     Next Articles

Additivity of the Bayes Linear Unbiased Estimator in the Partitioned Linear Model

  

  1. 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
  • Online:2012-03-25 Published:2012-03-25

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Abstract:

Equality of Bayes linear unbiased estimator for βi in linear model  M and M1is discussed, and the necessary and sufficient conditions are derived for the Bayes linear unbiased estimator in the partitioned linear model 〖WTHX〗M=(y,X1β1+X2β2,T) to be the sum of the Bayes linear unbiased estimators under the two small models M1=(y,X1β1,T)〖WTBZ〗 and 〖WTHX〗M2=(y,X2β2,T)

Key words: partitioned linear model; Bayes linear unbiased estimator; best linear unbiased estimator; additivity

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