带有线性约束的增长曲线模型中均值参数的线性估计的泛可容许性

φ-Admissibility of Linear Estimators in Restricted Growth Curve Model

摘要: 对于约束参数的增长曲线模型，本文从线性估计类中找出了泛可容许估计类，并得到了泛可容许估计与线性约束之间的一种刻划，这些结果断定，约束情况不明的时候，使用带线性约束的最小二乘估计比通常的最小二乘估计更保险。

Abstract: Considering the restricted growth curve model, we obtain a class of general admissible estimators from the class of linear estimators and give the characterization between the class of general admissible estimators and linear restrictions. These results indicate that one uses a restricted Ls estimator more reliably than usual Ls estimator.