On an additive decomposition of the BLUE in a multiple-partitioned linear model

Necessary and sufficient conditions are derived for the BLUE in a general multiple-partitioned linear model to be the sum of the BLUEs under the k small models , ..., . Some consequences and further research topics are also given.

MoreLess

Year of publication:	2009
Authors:	Tian, Yongge
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 100.2009, 4, p. 767-776
Publisher:	Elsevier
Keywords:	62J05 62H12 Partitioned linear model Small model Mean vector Best linear unbiased estimator Additive decomposition of estimation Rank equalities

More details

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

Persistent link: https://www.econbiz.de/10005199747