Existence of unbiased estimate of regression parameters in simple linear ev models
文献类型：期刊论文
| 作者 | Liu, JX; Chen, XR |
| 刊名 | Science in china series a-mathematics
 |
| 出版日期 | 2005-07-01 |
| 卷号 | 48期号:7页码:915-928 |
| 关键词 | Ev regression model Unbiased estimate Identifiability |
| ISSN号 | 1006-9283 |
| DOI | 10.1360/04ys0064 |
| 通讯作者 | Liu, jx(liujixue@ustc.edu) |
| 英文摘要 | It is well known that for one-dimensional normal ev regression model x = x + u, y = alpha + beta x + e, where x, u, e are mutually independent normal variables and eu = ee = 0, the regression parameters alpha and beta are not identifiable without some restriction imposed on the parameters. this paper discusses the problem of existence of unbiased estimate for a and beta under some restrictions commonly used in practice. it is proved that the unbiased estimate does not exist under many such restrictions. we also point out one important case in which the unbiased estimates of alpha and beta exist, and the form of the mvue of alpha and beta are also given. |
| WOS研究方向 | Mathematics |
| WOS类目 | Mathematics, Applied ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000230546100005 |
| 出版者 | SCIENCE PRESS |
| URI标识 | http://www.irgrid.ac.cn/handle/1471x/2377623 |
| 专题 | 中国科学院大学 |
| 通讯作者 | Liu, JX |
| 作者单位 | 1.Univ Sci & Technol China, Dept Stat & Finance, Hefei 230026, Peoples R China 2.Chinese Acad Sci, Grad Sch, Dept Math, Beijing 100049, Peoples R China |
| 推荐引用方式 GB/T 7714 | Liu, JX,Chen, XR. Existence of unbiased estimate of regression parameters in simple linear ev models[J]. Science in china series a-mathematics,2005,48(7):915-928. |
| APA | Liu, JX,&Chen, XR.(2005).Existence of unbiased estimate of regression parameters in simple linear ev models.Science in china series a-mathematics,48(7),915-928. |
| MLA | Liu, JX,et al."Existence of unbiased estimate of regression parameters in simple linear ev models".Science in china series a-mathematics 48.7(2005):915-928. |
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来源：中国科学院大学
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