Estimable Functions of Fixed-Effects Model by Projections

被引:0
|
作者
Choi, Jaesung [1 ]
机构
[1] Keimyung Univ, Dept Stat, 1095 Dalgubul Daero, Daegu 704701, South Korea
关键词
Estimable functions; overspecified model; characteristic vectors; projection matrices;
D O I
10.5351/KJAS.2014.27.4.553
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
This paper deals with estimable functions of parameters of less than full rank linear model. In general, the parameters of an overspecified model are not uniquely determined by least squares solutions. It discusses how to formulate linear estimable functions as functions of parameters in the model and shows how to use projection matrices to check out whether a parameter or function of the pamameters is estimable. It also presents a method to form a basis set of estimable functions using linearly independent characteristic vectors generating the row space of the model matrix.
引用
收藏
页码:553 / 560
页数:8
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