On the Comparisons of Estimators in Gauss-Markov Models

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概要

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• We compared two estimators OLSE (Ordinary Least Square Estimator) and RLSE (Restricted Least Square Estimator) of parameters in linear model under the Gauss-Markov models. We deal with the Gauss-Markov model (GM model), the generalized Gauss-Markov model (GGM model) and the Gauss-Markov model using generalized inverse of matrices (g-inverse). When we represent β as the estimators of β by least square, we use β=S^<-1>X'Y with S=X'X is nonsingular and use the g-inverse matrix S^- with S is singular. In this paper, we give the theorem for the comparison between two estimators (OLSE, RLSE) and the extension of the theorem and proof.

• 東海大学の論文
• 2005-03-30

著者

• Ishii Nobuaki

  The Third Junior & Senior High School Of Nihon University

• UJIIE Katsumi

  Research Institute of Education, Tokai University

• Ujiie Katsumi

  Research Institute Of Education Tokai University

関連論文

• On the Comparisons of Estimators in Gauss-Markov Models
• A Study on Group Sequential Procedure with Inner Boundaries

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