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Projectors associated with a particular estimator in a general linear model play an important role in characterizing statistical properties of the estimator. A variety of new properties were derived on projectors associated with the weighted least-squares estimator (WLSE). These properties...
Persistent link: https://www.econbiz.de/10005221367
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.
Persistent link: https://www.econbiz.de/10005199747
For the unknown positive parameter [sigma]2 in a general linear model , the two commonly used estimations are the simple estimator (SE) and the minimum norm quadratic unbiased estimator (MINQUE). In this paper, we derive necessary and sufficient conditions for the equivalence of the SEs and...
Persistent link: https://www.econbiz.de/10008861562