Admissibility of linear estimators of regression coefficients under quadratic loss |
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Authors: | Jinlong Zhan Chen Jianbao |
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Institution: | (1) Kunming Institute of Technology, 650093 Kunming, China;(2) Yunnan University, 650091 Kunming, China |
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Abstract: | For the general fixed effects linear model:Y=X+, N(0,V),V0, we obtain the necessary and sufficient conditions forLY+a to be admissible for a linear estimable functionS in the class of all estimators under the loss function (d -S)D(d -S), whereD0 is known. For the general random effects linear model:
=XV
11
X+XV
12+V
21
X+V
220, we also get the necessary and sufficient conditions forLY+a to be admissible for a linear estimable functionS+Q in the class of all estimators under the loss function (d -S -Q)D(d -S -Q), whereD0 is known. |
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Keywords: | |
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