Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7549380 | Statistics & Probability Letters | 2015 | 9 Pages |
Abstract
Assume that an original general linear model is misspecified by adding some new regressors. We investigate in such a case relationships between the best linear unbiased estimators under the two models. In particular, we give necessary and sufficient conditions for the best linear unbiased estimators to be equal under the two models.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Changli Lu, Shengjun Gan, Yongge Tian,