该文讨论了增长曲线模型Y=X1BX2+∈在约束条件X′2B′X′1NX1BX2≤∑下回归系数线性估计DYF的泛可容许性问题,在损失函数(d(y)-KBL)′(d(y)-KBL)下,给出了回归系数的线性估计是泛可容许性的充要条件,其结果推广了文献中已有的结论.
In this paper, the authors consider the character of the universal admissibility for linear estimator DYF of regression coefficient KBL under the growth curve model Y = X1BX2 +∈, E(∈) = 0, Var(∈) = Σ×V, where the considered parameters B and Σ vary in the restricted set H(N) = {(B,Σ) : X'2B'X'1NX1BX2 ≤ Σ, N ≥ 0}. Under the loss function (d(Y) - KBL)'(d(Y) - KBL), some necessary and sufficient conditions for linear estimators DYF or DYF + M to be universal admissible are derived, which extend some results in literature.