摘要
研究了带线性等式约束下增长曲线模型中条件可预测变量的最优预测。考虑了一类特殊的预测函数:Φ-线性预测函数,给出了条件Φ-线性可预测变量和条件最优Φ-线性无偏预测的定义。在一定条件下分别得到了条件最优线性无偏预测和条件最优Φ-线性无偏预测,并证明了它们在几乎处处意义下的唯一性。
The problem of conditional optimal prediction for conditional linear predictable variable in the general growth curve model is investigated. A class of special prediction function is considered: Ф- linear prediction function. The conditional optimum Ф-linear unbiased predictors of conditional Ф-linear predictable variable is obtained. The results show that any conditional optimum linear unbiased predictors are unique with probability one.
出处
《长沙交通学院学报》
2006年第2期68-71,共4页
Journal of Changsha Communications University
关键词
增长曲线模型
条件最优线性无偏预测
条件最优Ф一线性无偏预测
general growth curve model
conditional optimal linear unbiased prediction
conditionaloptimum Ф-linear unbiased prediction