Adjusting of estimates in general linear model with respect to linear restrictions

Pordzik, Pawe[does not divide] R.

Statistics & Probability Letters, 1992, vol. 15, issue 2, 125-130

Abstract: Concerning with the general linear model s{;y, X[beta], [sigma]2Vs}; and a set of the linear restrictions Hi[beta] = hi, i = 1, 2,..., which are to be successively incorporated into the model, a recursive formula for the best linear unbiased estimator of a given vendor of estimable parametric functions is derived.

Keywords: General; linear; model; singular; dispersion; matrix; linear; restrictions; recursive; estimation; best; linear; unbiased; estimator (search for similar items in EconPapers)
Date: 1992
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Citations: View citations in EconPapers (1)

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