O与估计方法对比分析.pdfVIP

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4.OLS估计：b, b。

12

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G估计：$\widehat{\a}=\left(\begin{matrix}{\sigma}{11}{\left({x}^{\prime}x\right)}^

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{‑1}{\sigma}{12}{\left({x}^{\prime}x\right)}^{‑1}\\{\sigma}{12}{\left({x}^{\prime}x\right)}^

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{‑1}{\sigma}{22}{\left({x}^{\prime}x\right)}^{‑1}\end{matrix}\right)\left(\begin{matrix}