【摘要】 考虑线性变换对约束线性模型回归系数的影响问题 .证明了观测数据的线性变换对于约束模型的影响可以通过一个可用两步约束最小二乘法解决的约束回归问题进行分析 ,得到了回归系数的约束可估函数的约束最佳线性无偏估计不受变换影响的充要条件 .更多还原

【Abstract】 In this article we consider the influence of the regression coefficient the arbitrary rank restricted linear model based on linear transformations of the dependent variable. It is shown that the effect of the transformations may be analyzed through an associated restricted regression problem which is amenable to solution by two step restricted least squares. The necessary and sufficient condition in terms of arbitrary transformations is established for that there is a linear restricted estimable function of A′Y which is a restricted best linear unbiased estimation.更多还原