Best affine unbiased representations of the fully restricted general Gauss-Markov model

Harry Haupt and Walter Oberhofer

Journal of Multivariate Analysis, 2006, vol. 97, issue 3, 759-764

Abstract: This article completes and simplifies earlier results on the derivation of best linear, or affine, unbiased estimates in the general Gauss-Markov model with a singular dispersion matrix and additional restrictions under very general conditions. We provide the class of all linear representations of the best affine unbiased estimator with precise statements concerning its indeterminacy.

Keywords: Gauss-Markov; theory; Unified; least; squares; BLU (search for similar items in EconPapers)
Date: 2006
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