| Panel模型中的最小充分统计量 |
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| 引用本文： | 叶仁道,王松桂.Panel模型中的最小充分统计量[J].工程数学学报,2007,24(5):902-912. |
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| 作者姓名： | 叶仁道 王松桂 |
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| 作者单位： | 北京工业大学应用数理学院,北京,100022 |
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| 基金项目： | 国家自然科学基金
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北京市属市管高校人才强教计划 |
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| 摘 要： | 本文研究Panel模型中最小充分统计量问题,给出了参数的最小充分统计量,建立了最小充分统计量与Panel模型中几类常见估计的关系。最后,我们研究Panel模型的一个特例,证明了这类模型中最小充分统计量具有完全性,得到了参数的最小方差无偏估计。
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| 关 键 词： | 因子分解定理 最小充分统计量 随机效应 |
| 文章编号： | 1005-3085（2007）05-0902-11 |
| 修稿时间： | 2005-09-19 |
Minimal Sufficient Statistics in Panel Models |
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| YE Ren-dao,WANG Song-gui.Minimal Sufficient Statistics in Panel Models[J].Chinese Journal of Engineering Mathematics,2007,24(5):902-912. |
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| Authors: | YE Ren-dao WANG Song-gui |
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| Affiliation: | College of Applied Sciences, Beijing University of Technology, Beijing 100022 |
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| Abstract: | This paper focuses on the minimal sufficient (MS) statistics in the Panel models.We obtain the MS statistics of the parameters and establish some relationships among these MS statistics and several kinds of estimates in the Panel models which are often used in practice.At last,we consider a special case of the Panel models,prove the completeness of the MS statistics and obtain the minimum variance unbiased estimates of the parameters in this model. |
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| Keywords: | factorization theorem minimal sufficient statistics random effects |
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