OLS ESTIMATION IN SINGULAR LINEAR-MODELS WITH GENERAL POSITIVE DEFINITE DISPERSION MATRIX

被引：0

作者：

MCALLISTER, PR ^{[1
]}

HOLLAND, BS ^{[1
]}

机构：

[1] TEMPLE UNIV,PHILADELPHIA,PA 19122

来源：

COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS | 1979年 / 8卷 / 03期

关键词：

generalized inverse; least squares solution; weighted normal equations;

D O I：

10.1080/03610927908827760

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：

A condition in Graybill [1976] for the O.L.S. estimator to be B.L.U.E. in a linear model with positive definite dispersion not necessarily proportional to the identity matrix is extended to cover the case of a singular linear model. © 1979 by Marcel Dekker, Inc.

引用

页码：299 / 302

页数：4