On relations between BLUEs under two transformed linear models

Baomin Dong (baomindong@vip.163.com), Wenxing Guo and Yongge Tian (yongge.tian@gmail.com)

Journal of Multivariate Analysis, 2014, vol. 131, issue C, 279-292

Abstract: For a given general linear model ℳ={y,Xβ,Σ}, we investigate relationships between the best linear unbiased estimations (BLUEs) under its two transformed models ℳ1={Ay,AXβ,AΣA′} and ℳ2={By,BXβ,BΣB′}. We first establish some expansion formulas for calculating the ranks and inertias of the covariance matrices of BLUEs and their operations under ℳ1 and ℳ2. We then derive from the rank and inertia formulas necessary and sufficient conditions for equalities and inequalities of BLUEs’ covariance matrices to hold. We also give applications of the rank and inertia formulas to two sub-sample models of ℳ.

Keywords: General linear model; Transformed model; BLUE; Rank; Inertia; Equality; Inequality (search for similar items in EconPapers)
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (7)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047259X14001626
Full text for ScienceDirect subscribers only

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:eee:jmvana:v:131:y:2014:i:c:p:279-292

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.jmva.2014.07.005

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu (repec@elsevier.com).