Some remarks on fundamental formulas and facts in the statistical analysis of a constrained general linear model

doi:10.1080/03610926.2018.1554138

	Some remarks on fundamental formulas and facts in the statistical analysis of a constrained general linear model
	Tian, Yongge; Wang, Jie
	2020-03-03
发表期刊	COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
卷号	49 期号:5 页码:1201-1216
摘要	Parametric regression models with certain parameter restrictions occur widely in statistical data analysis and inference. In some cases, we may wish to impose linear constraints on some subsets of fixed parameters in a given parametric regression model. This paper is concerned with some fundamental inference problems on a general linear model in which the unknown parameter vector is subject to a linear matrix equation restriction . We shall introduce the technical concepts and definitions of consistency, predictability, estimability, and formulas of the best linear unbiased predictors/best linear unbiased estimators (BLUPs/BLUEs) under a constrained general linear model (CGLM). We then show how to establish BLUPs/BLUEs of all unknown parameters in the CGLM, and present various properties of the BLUPs/BLUEs using the methodology of matrix ranks and inertias.
关键词	Equality estimator inequality inertia linear model predictor rank restriction
DOI	10.1080/03610926.2018.1554138
收录类别	SCI ; EI ; SCOPUS ; SCIE ; SSCI
ISSN	0361-0926
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000506079000009
出版者	TAYLOR & FRANCIS INC
EI入藏号	20190106331463
原始文献类型	Article
EISSN	1532-415X
引用统计	被引频次：10[WOS] [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/477
专题	统计与数据科学学院
作者单位	1.Shanghai Business Sch, Shanghai, Peoples R China; 2.Cent Univ Finance & Econ, Beijing, Peoples R China; 3.Lanzhou Univ Finance & Econ, Sch Stat, Lanzhou, Peoples R China
推荐引用方式 GB/T 7714	Tian, Yongge,Wang, Jie. Some remarks on fundamental formulas and facts in the statistical analysis of a constrained general linear model[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2020,49(5):1201-1216.
APA	Tian, Yongge,&Wang, Jie.(2020).Some remarks on fundamental formulas and facts in the statistical analysis of a constrained general linear model.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,49(5),1201-1216.
MLA	Tian, Yongge,et al."Some remarks on fundamental formulas and facts in the statistical analysis of a constrained general linear model".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 49.5(2020):1201-1216.