COMPARISON OF BLUPS UNDER MULTIPLE PARTITIONED LINEAR MODEL AND ITS CORRECTLY-REDUCED MODELS

被引：0

作者：

Guler, Nesrin ^{[1
]}

Buyukkaya, Melek Eris ^{[2
]}

机构：

[1] Sakarya Univ, Dept Econometr, TR-54187 Sakarya, Turkiye

[2] Karadeniz Tech Univ, Dept Stat & Comp Sci, TR-61080 Trabzon, Turkiye

来源：

MISKOLC MATHEMATICAL NOTES | 2024年 / 25卷 / 01期

关键词：

BLUP; inertia; multiple partitioned linear model; rank; reduced model; BLUES; ESTIMABILITY; MATRICES;

D O I：

10.18514/MMN.2024.4286

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this study, we investigate the relations between a multiple partitioned linear model and its correctly-reduced models. We consider the comparison problem of covariance matrices of the best linear unbiased predictors (BLUPs) of all unknown vectors including partial parameters under these models by using the block matrix rank and inertia formulas. We derive various inequalities and equalities for covariance matrices of BLUPs under some general assumptions. Also, results for special cases are given.

引用

页码：241 / 254

页数：14

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