楼主: 110teddy
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[问答] BLUE是什么意思? |
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回帖推荐hufengxing 发表于2楼 查看完整内容 1# 110teddy
最优线性无偏估计Best Linear Unbiased Estimation,英文大概是这个
when are OLS estomators BLUE?
for CLRM the OLS or ordinary least Squares-estomators(or the betas) arre BLUE (Best Linear Unbiased Estimator) when:
1.the regression is linear in the coefficients,it is correctly specified and has an additive error term.
2.mean of the error term is zero.(Include a constant term in the regression(B0 which will force the mean to be zero)
3.the independent varia ...
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