02.1.1. LS and BLUE Are Algebraically Identical Solution

Richard William Farebrother

Econometric Theory, 2003, vol. 19, issue 01, pages 226-227

Abstract: Let Z be an n (n q) matrix of rank n q whose columns span the space orthogonal to the space spanned by the columns of X and let f = Z y. Then, on premultiplying by the n n nonsingular matrix Z : X , we find that the conventional least squares problem.

Date: 2003

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