On two correlated linear models with common and different parameters

doi:10.1515/ms-2022-0092

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	On two correlated linear models with common and different parameters
	Jiang, Bo 1; Liu, Ming2 ; Tian, Yongge3
	2022-10-26
发表期刊	MATHEMATICA SLOVACA
卷号	72 期号:5 页码:1355-1374
摘要	A parametric regression model may comprise several correlated individual regression equations, and these equations may have common and different unknown parameters. In such a situation, the common unknown parameter vectors in these equations can be estimated individually or simultaneously according to various available statistical inference methods. The purpose of this paper is to provide an integral account of two classic objects in regression theory: the best linear unbiased predictors (BLUPs) and the best linear unbiased estimators (BLUEs) on common and different unknown parameters in two correlated linear models with common and different parameters. We first introduce some reduced models associated with the two correlated linear models. We then define and characterize predictability and estimability of all unknown parameter vectors in the two correlated models and their reduced models, and derive analytical formulas for calculating the BLUPs and BLUEs of all unknown parameter vectors in these models by means of a constrained quadratic matrix optimization method. We also discuss a variety of theoretical properties of the predictors and estimators.
关键词	Linear model reduced model common parameter different parameter BLUP BLUE generalized inverse rank formula
DOI	10.1515/ms-2022-0092
收录类别	SCIE
ISSN	0139-9918
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics
WOS记录号	WOS:000868352700016
出版者	WALTER DE GRUYTER GMBH
原始文献类型	Article
EISSN	1337-2211
引用统计	被引频次[WOS]：0 [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	http://ir.lzufe.edu.cn/handle/39EH0E1M/33021
专题	图书馆统计与数据科学学院
作者单位	1.Shandong Inst Business & Technol, Coll Math & Informat Sci, Yantai, Shandong, Peoples R China; 2.Lanzhou Univ Finance & Econ, Sch Stat, Lanzhou, Gansu, Peoples R China; 3.Shanghai Business Sch, Coll Business & Econ, Shanghai, Peoples R China
推荐引用方式 GB/T 7714	Jiang, Bo,Liu, Ming,Tian, Yongge. On two correlated linear models with common and different parameters[J]. MATHEMATICA SLOVACA,2022,72(5):1355-1374.
APA	Jiang, Bo,Liu, Ming,&Tian, Yongge.(2022).On two correlated linear models with common and different parameters.MATHEMATICA SLOVACA,72(5),1355-1374.
MLA	Jiang, Bo,et al."On two correlated linear models with common and different parameters".MATHEMATICA SLOVACA 72.5(2022):1355-1374.