具有相关误差的多元线性模型的更新方程

Updating Equations of Linear Models with Dependent Errors

  • 摘要: 已知的线性模型的更新方程是在对模型加了不相关误差结构的约束, 或只对带有固定参数的一元线性模型考虑的. 本文考虑具有相关误差的多元线性模型下的更新方程, 给出了在补充参数, 数据或指标时, 未知参数阵的最佳线性无偏估计及残积阵的更新方程. 公式适用于固定参数与随机参数两种情形.

     

    Abstract: Updating equations for linear models have been investigated for several years, however they have been restricted to the models with uncorrelated error structure, or considered for univariate linear models involving fixed parameters. This paper has considered updating equations for multivariate linear models with correlated error structure, and outlined updating equations of BLUE of unknown parameter matrix and residual when parameter, data or index is supplemented. The formulae are fitted for the cases of both fixed and random parameter matrices.

     

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