On the weighted least-squares, the ordinary least-squares and the best linear unbiased estimators under a restricted growth curve model

被引：7

作者：

Song, Guang Jing ^{[1
]}

Wang, Qing Wen ^{[2
]}

机构：

[1] Weifang Univ, Sch Math & Informat Sci, Weifang 261061, Peoples R China

[2] Shanghai Univ, Dept Math, Shanghai 200444, Peoples R China

来源：

STATISTICAL PAPERS | 2014年 / 55卷 / 02期

基金：

上海市自然科学基金; 中国国家自然科学基金;

关键词：

Ordinary least-squares estimators; Best linear unbiased estimator; Weighted least-squares estimators; Restricted growth curve model; GAUSS-MARKOV MODEL; NATURAL RESTRICTIONS; MATRIX;

D O I：

10.1007/s00362-012-0483-9

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Necessary and sufficient conditions are given for a restricted growth curve model to be consistent. The general expressions of the weighted least-squares estimators (WLSEs), the ordinary least-squares estimators (OLSEs) and the best linear unbiased estimator (BLUE) under this model are also derived. Moreover, some algebraic and statistical properties of these estimators are presented by rank method.

引用

页码：375 / 392

页数：18

共 50 条

[1] On the weighted least-squares, the ordinary least-squares and the best linear unbiased estimators under a restricted growth curve model
Guang Jing Song
Qing Wen Wang
[J]. Statistical Papers, 2014, 55 : 375 - 392
[2] ORDINARY AND WEIGHTED LEAST-SQUARES ESTIMATORS
SHAO, J
[J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 1990, 18 (04): : 327 - 336
[3] NECESSARY AND SUFFICIENT CONDITIONS FOR ORDINARY LEAST-SQUARES ESTIMATORS TO BE BEST LINEAR UNBIASED ESTIMATORS
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[4] ON NECESSARY AND SUFFICIENT CONDITIONS FOR ORDINARY LEAST-SQUARES ESTIMATORS TO BE BEST LINEAR UNBIASED ESTIMATORS
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[5] A NECESSARY AND SUFFICIENT CONDITION THAT ORDINARY LEAST-SQUARES ESTIMATORS BE BEST LINEAR UNBIASED
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[6] ON NECESSARY AND SUFFICIENT CONDITIONS FOR ORDINARY LEAST-SQUARES ESTIMATORS TO BE BEST LINEAR UNBIASED ESTIMATORS - COMMENT
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[9] THE EQUALITY OF THE ORDINARY LEAST-SQUARES ESTIMATOR AND THE BEST LINEAR UNBIASED ESTIMATOR
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[10] RESTRICTED SUPERIORITY OF LINEAR HOMOGENEOUS ESTIMATORS OVER ORDINARY LEAST-SQUARES
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