On the weighted least-squares, the ordinary least-squares and the best linear unbiased estimators under a restricted growth curve model

Necessary and sufficient conditions are given for a restricted growth curve model to be consistent. The general expressions of the weighted least-squares estimators (WLSEs), the ordinary least-squares estimators (OLSEs) and the best linear unbiased estimator (BLUE) under this model are also derived. Moreover, some algebraic and statistical properties of these estimators are presented by rank method. Copyright Springer-Verlag Berlin Heidelberg 2014

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Year of publication:	2014
Authors:	Song, Guang Jing ; Wang, Qing Wen
Published in:	Statistical Papers. - Springer. - Vol. 55.2014, 2, p. 375-392
Publisher:	Springer
Subject:	Ordinary least-squares estimators \| Best linear unbiased estimator \| Weighted least-squares estimators \| Restricted growth curve model

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

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