On equality and proportionality of ordinary least squares, weighted least squares and best linear unbiased estimators in the general linear model
AbstractEquality and proportionality of the ordinary least-squares estimator (OLSE), the weighted least-squares estimator (WLSE), and the best linear unbiased estimator (BLUE) for X[beta] in the general linear (Gauss-Markov) model are investigated through the matrix rank method.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 76 (2006)
Issue (Month): 12 (July)
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