Some matrix results related to a partitioned singular linear model

被引:19
|
作者
Puntanen, S [1 ]
机构
[1] UNIV TAMPERE,DEPT MATH SCI,SF-33101 TAMPERE,FINLAND
关键词
best linear unbiased estimator; generalized inverse; linear model; mean-shift model; ordinary least squares estimator; partitioned linear model; projector;
D O I
10.1080/03610929608831694
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
Consider the linear model {y, X beta, V}, where the model matrix X may not have a full column rank and V might be singular. In this paper we introduce a formula for the difference between the BLUEs of X beta under the full model and the model where one observation has been deleted. We also consider the partitioned linear regression model where the model matrix is (X(1) : X(2)) the corresponding vector of unknown parameters being (beta(1)' : beta(2)')'. We show that the BLUE of X(1) beta(1) under a specific reduced model equals the corresponding BLUE under the original full model and consider some interesting consequences of this result.
引用
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页码:269 / 279
页数:11
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