摘要
通过运用估计的效率和广义相关系数,讨论了一般Gauss-Markoff模型中最小二乘估计(LSE)和最小方差线性无偏估计(BLUE)的关系。在M(X)M(V)的条件下,求出了效率e(c)的下界的估计式以及广义相关系数的几个界的估计式。
The relation between the least square estimates ( LSE ) and the best linear unbiased estimate ( BLUE )of β is discussed in the general
Gauss-Markoff model, using efficiency e ( c ) = and generalized
correlation coefficients. The bound for the efficiency e(c) is obtained on condition that M ( X ) =M ( V ) and some bounds for generalized correlation coefficients are given.
出处
《烟台师范学院学报（自然科学版）》
1990年第2期24-30,共7页
Yantai Teachers University journal(Natural Science Edition)
关键词
G-M模型
LSE
BLUE
广义
相关系数
estimable linear function, generalized correlation coefficient, linear joint covariance matrix
