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Parameter estimation and application of non full rank linear regression model

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DOI: 10.23977/aetp.2022.060703 | Downloads: 26 | Views: 991

Author(s)

Fan Jun 1, Du Wei 1, Jiang Yiming 1, Zhang Chunyan 1

Affiliation(s)

1 Anhui University School of Mathematical Sciences, Anhui Hefei 230000, China

Corresponding Author

Zhang Chunyan

ABSTRACT

In the article, we first introduced the conception of non full rank model. Using the knowledge of probability theory and mathematical statistics, similar to the regular inverse of matrix, the general solution of normal equations was obtained by using the conditional inverse of matrix. In addition, by introducing the concept of estimable quantity, we found that the BLUE of the estimable quantity was unique. In addition, for the non full rank linear model, we estimated the estimable parameters and analysed the variance, and then solved the confidence interval of the parameters. Ultimately, we analysed the parameter estimation on the basis of the linear model.

KEYWORDS

The non full rank model, Parameter estimation,Conditional inverse

CITE THIS PAPER

Fan Jun, Du Wei, Jiang Yiming, Zhang Chunyan, Parameter estimation and application of non full rank linear regression model. Advances in Educational Technology and Psychology (2022) Vol. 6: 9-13. DOI: http://dx.doi.org/10.23977/aetp.2022.060703.

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