CAJ | 학술논문

本文将经典的高斯一马尔科夫定理推广到加总数据层面，探讨三类加总形式下加总模型参数估计的最小方差线性无偏性质；揭示加总模型最小方差线性无偏性与非加总模型最小方差线性无偏性之间的关系。在满足正态误差项的假设下，进一步分析加总模型参数所具有的最优无偏特征。最后运用蒙特卡洛方法对加总模型的参数无偏性特征进行数值模拟。
본문장경전적고사일마이과부정리추엄도가총수거층면，탐토삼류가총형식하가총모형삼수고계적최소방차선성무편성질；게시가총모형최소방차선성무편성여비가총모형최소방차선성무편성지간적관계。재만족정태오차항적가설하，진일보분석가총모형삼수소구유적최우무편특정。최후운용몽특잡락방법대가총모형적삼수무편성특정진행수치모의。
The paper expands the classical Gauss-Markov theorem into the fields of aggregation model, which focuses on the best linear unbias estimation on the three types of aggregation model and differentiate the best linear unbias estimation between aggregation model and disaggregation model. Furthermore, under the hypothesis on normal distribution, we analyze the best unbias estimation character. At last, we demonstrate the above conclusions with the numerical simulation by the Monte Carlo method.