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页数:15页
时间:2019-05-11
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1、AppendixofstatisticsinferenceXi’AnInstituteofPost&TelecommunicationDeptofEconomic&ManagementProf.Long1BLUEEstimatorGauss–MarkovTheorem:Giventheassumptionsoftheclassicallinearregressionmodel,theleast-squaresestimators,intheclassofUnbiasedlinearestimators,hav
2、eminimumvariance,thatis,theyareBLUE.1.2MINIMUM-VARIANCEPROPERTYOFLEAST-SQUARESESTIMATORSTheleast-squaresestimatorb2islinearaswellasunbiased(thisholdstrueofb1too).Toshowthattheseestimatorsarealsominimumvarianceintheclassofalllinearunbiasedestimators,conside
3、rtheleast-squaresestimatorb2:Theleast-squaresestimatorof2
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