Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154732 | Statistics & Probability Letters | 2006 | 8 Pages |
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
Authors
Yongge Tian, Douglas P. Wiens,