Simple forms of the best linear unbiased predictor in the general linear regression model

被引:8
作者
Elian, SN [1 ]
机构
[1] Univ Sao Paulo, Inst Math & Stat, Dept Stat, BR-05315970 Sao Paulo, Brazil
关键词
covariance matrix; general linear model; generalized least squares estimator; prediction;
D O I
10.2307/2685606
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 article presents necessary and sufficient conditions to be satisfied by the best linear unbiased predictor of future observations in the general linear model in order to have a simple form. Under these conditions, the predictors have an expression similar to that in the uncorrelated case and some parameters related to the covariances between some observations need not to be known.
引用
收藏
页码:25 / 28
页数:4
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