02.1.1. LS and BLUE Are Algebraically Identical—Solution

Richard William Farebrother

Econometric Theory, 2003, vol. 19, issue 1, 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
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.cambridge.org/core/product/identifier/ ... type/journal_article link to article abstract page (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cup:etheor:v:19:y:2003:i:01:p:226-227_23

Access Statistics for this article

More articles in Econometric Theory from Cambridge University Press Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
Bibliographic data for series maintained by Kirk Stebbing ().