Admissible linear estimation in growth curve model with respect to a restricted parameter set
Qin Liu · Yunnan Daxue xuebao. Shehui kexue ban · 2006
For the growth curve model with respect to a restricted parameter set Y=X_1ΘX_2+e,e～(0,σ~2VI_q),tr(X′_2Θ′X′_1NX_1ΘX_2)≤σ~2,we consider the admissibility of linear estimators of KΘL under the matrix loss function(d-KΘL)(d-KΘL)′.The necessary and sufficient conditions for DYF+C to be admissible estimators of KΘL in the class of linear estimators are gained,whether KΘL is estimable or non-estimable.