BLUE是什么意思？

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今天在书上看到一句话“忽略自相关运用OLS推导的估计系数是无效的，即使在大样本下，它们也不是BLUE，以致标准误差估计是错误的。”blue具体是什么意思，以前听老师讲过的，想不起来了。哪位朋友了啊？

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关键词：是什么意思 Blue Blu 标准误差 误差估计 意思 Blue

1# 110teddy


最优线性无偏估计Best Linear Unbiased Estimation，英文大概是这个

1# 110teddy
一楼正解

2# hufengxing 就是这个 谢啦！

一楼正解…………

受教啦~ 谢谢

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 variables are not correlated with the erroe term.(if they are correlated then the betas will be biased)
4.observations of the error term (the residuals)are not correltaed with each other.
5.the erroe term has a constant variance(Homoskedasticity)
6.no independent variable is a perfect linear function of any of the other independent variable.(if this is true-multicollinearity will occur)

受教了，我也不知道~~