On equality and proportionality of ordinary least squares, weighted least squares and best linear unbiased estimators in the general linear model

Yongge Tian () and Douglas P. Wiens

Statistics & Probability Letters, 2006, vol. 76, issue 12, 1265-1272

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 X[beta] in the general linear (Gauss-Markov) model are investigated through the matrix rank method.

Keywords: General; linear; model; Equality; Proportionality; OLSE; WLSE; BLUE; Projectors; Rank; formulas; for; partitioned; matrices (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (9)

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