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约束条件下的广义最小二乘估计
引用本文:朱永娜.约束条件下的广义最小二乘估计[J].重庆职业技术学院学报,2011,20(4):166-167.
作者姓名:朱永娜
作者单位:吉林师范大学,吉林四平,136000
摘    要:本文仿造约束最小二乘估计和广义最小二乘估计的推导方法.给出约束条件下的广义最小二乘估计。

关 键 词:约束条件  矩阵性质  约束最小二乘估计  广义最小二乘估计

Generalized Least Squares Estimation under Additional Restrictions
ZHU Yongna.Generalized Least Squares Estimation under Additional Restrictions[J].Journal of Chongqing Vocational& Technical Institute,2011,20(4):166-167.
Authors:ZHU Yongna
Institution:ZHU Yongna (Jilin Normal University, Siping Jilin 136000, China)
Abstract:In the paper, using the similar derivations of constrained least squares estimation and the generalized least squares estimation, giving the constrained generalized least squares estimation.
Keywords:additional restrictions  the nature of the matrix  constrained least squares estimation  generalized least squares estimation
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