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統計問題~~急件
何時才能使用BLUE、OLS、MLE呢？
他們之間有何關聯性和差異？
何謂Gauss-Markov定理？
1 Answer
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- 2 decades agoFavorite Answer
BLUE=best linear unbiased estimator
OLS=ordinary least square estimator
MLE=maximun likelihood estimator
顧名思義這些都是估計的方法
一個linear equation 在符合變異的covariance matrix是 diagonal 的假設下
OLS=BLUE 此即為Gauss-Markov 定理
Source(s): 多年前殘存的統計記憶
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