ALL ADMISSIBLE LINEAR ESTIMATES OF REGRESSION COEFFICIENTS UNDER MATRIX LOSS

Wu Qiguang;Chen Jianbao

Journal of Systems Science & Complexity ›› 1989, Vol. 2 ›› Issue (1) : 80-091.

PDF(596 KB)
PDF(596 KB)
Journal of Systems Science & Complexity ›› 1989, Vol. 2 ›› Issue (1) : 80-091.
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ALL ADMISSIBLE LINEAR ESTIMATES OF REGRESSION COEFFICIENTS UNDER MATRIX LOSS

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Abstract

The necessary and sufficient conditions for a linear estimator of a linear estimable function of regression coefficients in a general fixed effects linear model with the assumptions of normality to beadmissible in the class of all estimators under matrix liss function are given. For a general random effects or mixted effects linear model the necessary and sufficient conditions are obtained too.

Key words

Admissibility / matrix loss function / linear model / regression cofficients / linear estimator

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Wu Qiguang , Chen Jianbao. ALL ADMISSIBLE LINEAR ESTIMATES OF REGRESSION COEFFICIENTS UNDER MATRIX LOSS. Journal of Systems Science and Complexity, 1989, 2(1): 80-091
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