Zhou Jingwen, Wei Laisheng. The Superiority of Bayes Linear Unbiased Estimation in the Growth Curve Model[J]. Chinese Journal of Applied Probability and Statistics, 2008, 24(6): 639-647.
Citation:
Zhou Jingwen, Wei Laisheng. The Superiority of Bayes Linear Unbiased Estimation in the Growth Curve Model[J]. Chinese Journal of Applied Probability and Statistics, 2008, 24(6): 639-647.
Zhou Jingwen, Wei Laisheng. The Superiority of Bayes Linear Unbiased Estimation in the Growth Curve Model[J]. Chinese Journal of Applied Probability and Statistics, 2008, 24(6): 639-647.
Citation:
Zhou Jingwen, Wei Laisheng. The Superiority of Bayes Linear Unbiased Estimation in the Growth Curve Model[J]. Chinese Journal of Applied Probability and Statistics, 2008, 24(6): 639-647.
The Superiority of Bayes Linear Unbiased Estimation in the Growth Curve Model
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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