Estimability of parameters in a linear model and related characterizations

An alternative criterion is presented for a linear function of the unknown parameters, in a linear model, to be estimable. If there is a linear relationship between members of a subset of the columns of the design matrix , then the parameters associated with all the columns in that subset are not estimable. Also any part of their linear relationship is non-estimable.

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Year of publication:	2008
Authors:	Kounias, Stratis ; Chalikias, Miltiadis
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 15, p. 2437-2439
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223927