A Homogeneous Class of Linear Estimators and Stronger Aitken Estimator

Eric Im and Marcellus Snow ()
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Marcellus Snow: Department of Economics, University of Hawaii at Manoa

No 199321, Working Papers from University of Hawaii at Manoa, Department of Economics

Abstract: We define a new class of linear estimators which includes as a subset all linear unbiased estimators. Subsequently, we establish Aitken estimator, the best linear unbiased estimator, further as the best in this larger class of linear estimators.

Pages: 11 pages
Date: 1993
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