Abstract: In this paper,the error bound of the bet linear unbiased eatimate is given in the multivariate lin-ear model when perturbation exists in corresponding covariance matrix,A new kind of test statistics related to the selection of regression independent variable is introduced and its upper bound is also estab-lished。

Key words: linear model, statistic, generalized inverse

摘要： 本文针对协差阵的扰动给出了多元线性模型最佳线性无偏估计的误差界，并对变量选择介绍了一类新的假设检验统计量，同时建立了它的上界。

关键词: 线性模型, 统计量, 广义逆