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On equality of ordinary least squares estimator, best linear unbiased estimator and best linear unbiased predictor in the general linear model

Article ID Journal Published Year Pages File Type
1149691 Journal of Statistical Planning and Inference 2009 8 Pages PDF
Abstract

The equality of ordinary least squares estimator (OLSE), best linear unbiased estimator (BLUE) and best linear unbiased predictor (BLUP) in the general linear model with new observations is investigated through matrix rank method, some new necessary and sufficient conditions are given.

Keywords
15A0962J0562H12Best linear unbiased predictor (BLUP)Matrix rank methodBest linear unbiased estimator (BLUE)
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Preview
On equality of ordinary least squares estimator, best linear unbiased estimator and best linear unbiased predictor in the general linear model
Authors
Yonghui Liu,
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Journal
Journal of Statistical Planning and Inference
Journal: Journal of Statistical Planning and Inference
Related Categories
15A09
62J05
62H12
Best linear unbiased predictor (BLUP)
Matrix rank method
Best linear unbiased estimator (BLUE)
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