一般增长曲线模型回归系数线性估计的可容许性  

ADMISSIBILITY FOR LINEAR ESTIMATES OF THE REGRESSION COEFFICIENTS IN THE GENERAL GROWTH CURVE MODEL

作　　者：刘刚[1] 张尚立[2] 

机构地区：[1]中国人民大学信息学院,北京100872 [2]北京交通大学理学院,北京100044

出　　处：《系统科学与数学》2009年第3期315-322,共8页Journal of Systems Science and Mathematical Sciences

基　　金：国家自然科学基金(10501052)资助课题.

摘　　要：在矩阵损失函数下,讨论了一般增长曲线模型中回归系数线性估计的可容许性问题,分别在齐次与非齐次估计类中给出了回归系数的线性估计是可容许估计的充要条件,推广了以往文献的相关结论.In this paper, the admissibility for linear estimates of regression coefficients in the general growth curve model is discussed under the matrix loss function, necessary and sufficient conditions for linear estimates to be admissible are obtained for some homogenous and nonhomogenous linear estimates class, respectively, which extend some results in literatures.

关 键 词：增长曲线模型 线性估计 可容许性 

分 类 号：O212.1[理学—概率论与数理统计]