Sufficiency and completeness in the linear model

Jochen Mueller

Journal of Multivariate Analysis, 1987, vol. 21, issue 2, 312-323

Abstract: This paper provides further contributions to the theory of linear sufficiency and linear completeness. The notion of linear sufficiency was introduced by [2], Ann. Statist. 9, 913-916) and Drygas (in press, Sankhya) with respect to the linear model Ey = X[beta], var y = V. In addition to correcting an inadequate proof of [8], the relationship to an earlier definition and to the theory of linear prediction is also demonstrated. Moreover, the notion is extended to the model Ey = X[beta], var y = [delta]2V. Its connection with sufficiency under normality is investigated. An example illustrates the results.

Keywords: Sufficiency; completeness; linear; model; stepwise; regression (search for similar items in EconPapers)
Date: 1987
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Citations: View citations in EconPapers (8)

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