| 两个线性模型间最优线性无偏预测的等价性 |
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| 引用本文： | 刘永辉.两个线性模型间最优线性无偏预测的等价性[J].应用概率统计,2011,27(5). |
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| 作者姓名： | 刘永辉 |
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| 作者单位： | 上海金融学院应用数学系,上海,201209 |
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| 基金项目： | supported in part by Shanghai Municipal Natural Science Foundation(10ZR1420600); Foundation of Shanghai Municipal Education Commission(11ZZ182) |
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| 摘 要： | 设M1和M2是两个带有预测量的线性模型,通过使用矩阵秩方法,本文给出了模型M1下预测量的最优线性无偏预测同时也是模型M2下的最优线性无偏预测的充分必要条件.作为这个结果的应用,我们给出了两个线性混合模型间最优线性无偏预测等价性的充分必要条件.
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| 关 键 词： | 一般线性模型 混合线性模型 最优线性无偏预测 矩阵秩方法 |
On Equality of the BLUPs under Two Linear Models withNew Observations |
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| LIU YONGHUI.On Equality of the BLUPs under Two Linear Models withNew Observations[J].Chinese Journal of Applied Probability and Statisties,2011,27(5). |
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| Authors: | LIU YONGHUI |
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| Institution: | LIU Yonghui (Department of Applied Mathematics,Shanghai Finance University,Shanghai,201209) |
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| Abstract: | Let M_1 and M_2 be two linear models with new observations.Through matrix rank method, we derive the necessary and sufficient conditions for the best linear unbiased predictor(BLUP) of the new observation under the model M_1 is also BLUP under the model M_2.As applications,the conditions of equality of the BLUPs under two mixed linear models are also given. |
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| Keywords: | General linear model mixed linear model best linear unbiased predictor (BLUP) matrix rank method |
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