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广义线性模型的充分性及变换观察值的影响
SUFFICIENCY AND EFFECT IN THE GENERAL GAUSS-MARKOFF MODEL WITH LINEAR TRANSFORMATIONS
【摘要】 线性充分性概念由Baksalary and kala[1],Drygas[2,3]和Mueller[4,5]引入广义线性模型E(Y)=Xβ,Cov(Y)=V≥0.本文拓广了这一概念 提出关于任一给定可估函数c'β的线性充分性概念,得到了线性充分性理论的一些进一步结果.本文还分析了观测值的一般线性变换对广义线性模型的影响,得到了由变换给可估函数的BLUE和BLUE之方差变化的一般结果.
【Abstract】 This paper considers the general Gauss-Markoff model: E(Y) = Xβ, Cov (Y) = V≥ 0. The notion of linear sufficiency introduced by Baksalary and Kala[1], Drygas[2,3], Mueller[4,5]for estimating the set of all estimable functions is extended for estimating any specific estimable function. Some further contributions to the theory of linear sufficiency are provided. Moreover, the effects of transforming the observables Y into FY are analysed with respect to the BLUE and the covariance of the BLUE.
【关键词】 广义线性模型;
BLUE;
充分性;
线性充分性;
数据变换;
【Key words】 General linear model; BLUE; sufficiency; linear sufficiency; transformed observations;
【Key words】 General linear model; BLUE; sufficiency; linear sufficiency; transformed observations;
- 【文献出处】 应用数学学报 ,Acta Mathematicae Applicatae Sinica , 编辑部邮箱 ,2001年03期
- 【分类号】O211.3
- 【下载频次】80