253期 5月3日 ：Some equalities for estimations of variance components in a general linear model and its restricted and transformed models（田永革 教授, 中央财经大学）

【主讲】田永革 教授 (中央财经大学)

【主题】Some equalities for estimations of variance components in a general linear model and its restricted and transformed models

【时间】2011年5月3日 (周二) 15：30-17：00

【地点】上海财经大学经济学院楼801室

【语言】英文

【摘要】For the unknown positive parameter _2 in a general linear model M D fy; X_; _26g, the two commonly used estimations are the simple estimator (SE) and the minimum norm quadratic unbiased estimator (MINQUE). In this paper, we derive necessary and sufficient conditions for the equivalence of the SEs and MINQUEs of the variance component _2 in the original modelM, the restricted model Mr D fy; X_ j A_ D b; _26g, the transformed model Mt D fAy; AX_; _2A6A0g, and the misspecified model Mm D fy; X0_; _260g.