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

被引：35
|
作者：
Tian, Yongge
Wiens, Douglas P. [1 ]
机构：
[1] Univ Alberta, Dept Math & Stat Sci, Edmonton, AB T6G 2G1, Canada
[2] Shanghai Univ Finance & Econ, Sch Econ, Shanghai 200433, Peoples R China
来源：
STATISTICS & PROBABILITY LETTERS | 2006年 / 76卷 / 12期
基金：
加拿大自然科学与工程研究理事会;
关键词：
general linear model; equality; proportionality; OLSE; WLSE; BLUE; projectors; rank formulas for partitioned matrices;
D O I：
10.1016/j.spl.2006.01.005
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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 M = {y, X beta, sigma(2)Sigma) are investigated through the matrix rank method. (C) 2006 Elsevier B.V. All rights reserved.
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页码：1265 / 1272
页数：8
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