On the weighted least-squares, the ordinary least-squares and the best linear unbiased estimators under a restricted growth curve model

Guang Jing Song () and Qing Wen Wang

Statistical Papers, 2014, vol. 55, issue 2, 375-392

Abstract: Necessary and sufficient conditions are given for a restricted growth curve model to be consistent. The general expressions of the weighted least-squares estimators (WLSEs), the ordinary least-squares estimators (OLSEs) and the best linear unbiased estimator (BLUE) under this model are also derived. Moreover, some algebraic and statistical properties of these estimators are presented by rank method. Copyright Springer-Verlag Berlin Heidelberg 2014

Keywords: Ordinary least-squares estimators; Best linear unbiased estimator; Weighted least-squares estimators; Restricted growth curve model; 62F11; 62H12 (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s00362-012-0483-9

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