The best linear unbiased estimator in a singular linear regression model

Jibo Wu () and Chaolin Liu ()
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Jibo Wu: Chongqing University of Arts and Sciences
Chaolin Liu: Chongqing University

Statistical Papers, 2018, vol. 59, issue 3, No 17, 1193-1204

Abstract: Abstract In this paper, the best linear unbiased estimator of regression coefficients in the singular linear model was considered. Under the weighted balanced loss function the minimum risk properties of linear estimators of regression coefficients in the class of linear unbiased estimators are derived. Some kinds of relative efficiencies of the best linear unbiased estimator are given, and the lower bounds or upper bounds of these relative efficiencies are also presented.

Keywords: Weighted balanced loss function; Singular linear model; Best liner unbiased estimator; Relative efficiency Recursive formula (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1007/s00362-016-0811-6

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