Restricted Unbiased Iterative Generalized Least-Squares Estimation
提出一种改进的迭代最小二乘法,用于估计一般多水平随机系数线性模型中的参数,能产生随机参数的无偏估计,在多元正态情形下等价于受限最大似然估计。
It is shown that the iterative least-squares procedure for estimating the parameters in a general multilevel random coefficients linear model can be modified to produce unbiased estimates of the random parameters. In the multivariate normal case these are equivalent to restricted maximum likelihood estimates.