A comparison between two competing fixed parameter constrained general linear models with new regressors

被引：8
作者：
Lu, Changli [1 ]
Sun, Yuqin [1 ]
Tian, Yongge [2 ,3 ]
机构：
[1] Shanghai Maritime Univ, Coll Econ & Management, Shanghai, Peoples R China
[2] Shanghai Business Sch, Shanghai, Peoples R China
[3] Cent Univ Finance & Econ, Beijing, Peoples R China
来源：
STATISTICS | 2018年 / 52卷 / 04期
基金：
中国国家自然科学基金;
关键词：
General linear models; linear restriction; new regressor; BLUE; decomposition identity; GAUSS-MARKOV MODEL; SUPERFLUOUS VARIABLES; ADDING REGRESSORS; RESTRICTIONS; INCLUSION; MATRIX; ESTIMABILITY; ESTIMATOR; MISSPECIFICATION; RANK;
D O I：
10.1080/02331888.2018.1469021
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Assume that two competing general linear models with fixed coefficients and identical parameter restrictions are given by adding new or deleting existing unknown parameters. In this situation, estimators of the parametric functions in the contexts of the two competing models are not necessarily the same. We consider the relationships between the best linear unbiased estimators (BLUEs) of parametric functions under these two competing constricted general linear models, and derive necessary and sufficient conditions for their BLUEs to be equal.
引用
收藏
页码：769 / 781
页数：13
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