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Title: On equivalence problem in linear regression models. I. BLUE of the mean value (English)
Author: Wimmer, Gejza
Language: English
Journal: Aplikace matematiky
ISSN: 0373-6725
Volume: 25
Issue: 6
Year: 1980
Pages: 417-422
Summary lang: English
Summary lang: Czech
Summary lang: Russian
Category: math
Summary: There exist many different ways of determining the best linear unbiased estimation of regression coefficients in general regression model. In Part I of this article it is shown that all these ways are numerically equivalent almost everyvhere. In Part II conditions are considered under which all the unbiased estimations of the unknown covariance matrix scalar factor are numerically equivalent almost everywhere. (English)
Keyword: control
Keyword: numerical stability
Keyword: best linear unbiased estimation
Keyword: unknown covariance matrix scalar factor
MSC: 62J05
MSC: 65C99
idZBL: Zbl 0483.62055
idMR: MR0596848
DOI: 10.21136/AM.1980.103880
Date available: 2008-05-20T18:15:32Z
Last updated: 2020-07-28
Stable URL:
Reference: [1] C. R. Rao: Unified Theory of Linear Estimation.Sankhyā, Vol. 33 1971, pp. 371 - 394. Zbl 0236.62048, MR 0319321
Reference: [2] C. R. Rao: Linear Statistical Inference and Its Applications.John Wiley, N. York 1973. Zbl 0256.62002, MR 0346957
Reference: [3] C. R. Rao S. K. Mitra: Generalized Inverse of Matrices and Its Applications.John Wiley, N. York 1971. MR 0338013
Reference: [4] C. R. Rao: Corrigenda.Sankhyā A, Vol. 34 1972 p. 477. Zbl 0261.62051, MR 0347011


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