On equality and proportionality of ordinary least squares, weighted least squares and best linear unbiased estimators in the general linear model
نویسندگان
چکیده
Equality and proportionality of the ordinary least-squares estimator (OLSE), the weighted least-squares estimator (WLSE), and the best linear unbiased estimator (BLUE) for Xb in the general linear (Gauss–Markov) model M 1⁄4 fy;Xb; sRg are investigated through the matrix rank method. r 2006 Elsevier B.V. All rights reserved. MSC: Primary 62J05; 62H12; 15A24
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