摘要
本文首先整理了统计模型,它包括线性模型、广义线性模型和非线性模型。接着给出了它们的最小二乘估计和高斯-马尔可夫估计。最后讨论了它们的优良性。
This paper gives a survey of ststistical models, including linear models, general linear models and nonliear models. And then its parametric LS estimate and GM estimate are given. Finally the most powerful properties are discussed.
关键词
统计模型
最小二乘估计
优良性
statistical model, least squares estimate, Gauss-Marcov estimate, most powerful property