增长曲线模型误差方差的非齐次二次型可容许估计

The admissibility of non-homogeneous quadratic estimate of variance in growth curve model

摘要: 对于增长曲线模型Y=ABC+εEε=0,cov(vecε)=σ2(Ip Gn),在二次损失函数下,研究了误差方差的非齐次二次型估计的容许性.在矩阵A行满秩而矩阵C列满秩时,得到了非齐次估计可容许的充要条件.

Abstract: The author considers the growth curve model Y=ABC+εEε=0,cov(vecε)=σ2(IpGn).The admissibility of nonhomogeneous estimate of variance is studied under quadratic loss function.A necessary and sufficient condition,under which a nonhomogeneous quadratic estimate is admissible,is given when matrix A has the full row rank while matrix C has the full column rank.