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Ӧ�ø���ͳ�� 2008, 24(6) 639-647 DOI:
ISSN: 1001-4268 CN: 31-1256 |
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�ܾ���, Τ���� |
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������ƽ����ʧ�µ�������������ģ���в�����Bayes������ƫ����(LUE), ���ھ���������(MSEM)�����о���Bayes LUE����ڹ�����С���˹���(GLSE)��������. ���ڷ���������,
����˿ɹ�������Bayes LUE��������������������. |
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The Superiority of Bayes Linear Unbiased Estimation in the Growth Curve Model |
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Zhou Jingwen, Wei Laisheng |
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Department of Statistics and Finance, University of Science $\&$ Technology of China |
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Abstract:
Under quadratic loss function, the Bayes linear unbiased estimator (LUE) is derived for the growth curve model. The superiority of Bayes LUE over the generalized least square estimator (GLSE) is studied in terms of the mean square error matrix (MSEM) criterion. Finally, the superiority of the Bayes LUE of estimable functions for non-full rank case is considered further. |
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Keywords:
The growth curve model
Bayes linear unbiased estimator
generalized least square estimator
mean square error matrix criterion.
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