On equality and proportionality of ordinary least squares, weighted least squares and best linear unbiased estimators in the general linear model

Equality and proportionality of the ordinary least-squares estimator (OLSE), the weighted least-squares estimator (WLSE), and the best linear unbiased estimator (BLUE) for X[beta] in the general linear (Gauss-Markov) model are investigated through the matrix rank method.

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Year of publication:	2006
Authors:	Tian, Yongge ; Wiens, Douglas P.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 76.2006, 12, p. 1265-1272
Publisher:	Elsevier
Keywords:	General linear model Equality Proportionality OLSE WLSE BLUE Projectors Rank formulas for partitioned matrices

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

Persistent link: https://www.econbiz.de/10005074559