Article ID Journal Published Year Pages File Type
1154732 Statistics & Probability Letters 2006 8 Pages PDF
Abstract

Equality and proportionality of the ordinary least-squares estimator (OLSE), the weighted least-squares estimator (WLSE), and the best linear unbiased estimator (BLUE) for XβXβ in the general linear (Gauss–Markov) model M={y,Xβ,σ2Σ}M={y,Xβ,σ2Σ} are investigated through the matrix rank method.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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