Applications of a necessary and sufficient condition for OLS to be BLUE
AbstractThis paper considers three examples from the statistics and econometrics literature where OLS is BLUE and demonstrates the easiness of verifying this result with the necessary and sufficient condition (NSC) derived by Zyskind (1967) and more recently Milliken and Albohali (1984). In particular, the third example is extended to a more general model where OLS is still BLUE. Once again this result is verified by the Milliken and Albohali NSC.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 8 (1989)
Issue (Month): 5 (October)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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