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.

引用

页码：1265 / 1272

页数：8

共 11 条

[1] [Anonymous], LINEAR ALGEBRA APPL
[2] Baksalary JK, 1989, STAT DATA ANAL INFER, P355
[3] GROSS G, 2001, SANKHYA A, V63, P118
[4] Marsaglia G., 1974, LINEAR MULTILINEAR A, V2, P269, DOI DOI 10.1080/03081087408817070
[5] LINEAR-ESTIMATION WITH AN INCORRECT DISPERSION MATRIX IN LINEAR-MODELS WITH A COMMON LINEAR PART
MATHEW, T
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1983, 78 (382) : 468 - 471
[6] MITRA SK, 1973, SANKHYA SER A, V35, P139
[7] THE EQUALITY OF THE ORDINARY LEAST-SQUARES ESTIMATOR AND THE BEST LINEAR UNBIASED ESTIMATOR
PUNTANEN, S
STYAN, GPH
[J]. AMERICAN STATISTICIAN, 1989, 43 (03) : 153 - 161
[8] RAO CR, 1971, SANKHYA SER A, V33, P371
[9] Tian Y., 2003, NEW YORK J MATH, V9, P345
[10] Tian Y., 2002, SEA B MATH, V25, P745, DOI [10.1007/s100120200015, DOI 10.1007/S100120200015]

← 1 2 →