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On equalities of estimations of parametric functions under a general linear model and its restricted models

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  • Yongge Tian

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File URL: http://hdl.handle.net/10.1007/s00184-009-0255-2
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Bibliographic Info

Article provided by Springer in its journal Metrika.

Volume (Year): 72 (2010)
Issue (Month): 3 (November)
Pages: 313-330

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Handle: RePEc:spr:metrik:v:72:y:2010:i:3:p:313-330

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Related research

Keywords: General linear model; Restricted linear model; OLSE; BLUE; Parametric functions; Estimability; Equality of estimations;

References

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  1. B. Ravikumar & Surajit Ray & N. Eugene Savin, 2000. "Robust Wald Tests in SUR Systems with Adding-up Restrictions," Econometrica, Econometric Society, vol. 68(3), pages 715-720, May.
  2. Dent, Warren T., 1980. "On restricted estimation in linear models," Journal of Econometrics, Elsevier, vol. 12(1), pages 49-58, January.
  3. repec:ebl:ecbull:v:3:y:2002:i:1:p:1-7 is not listed on IDEAS
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Cited by:
  1. Changli Lu & Yuqin Sun & Yongge Tian, 2013. "On relations between weighted least-squares estimators of parametric functions under a general partitioned linear model and its small models," Metrika, Springer, vol. 76(5), pages 707-722, July.
  2. Ren, Xingwei, 2014. "On the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted models," Statistics & Probability Letters, Elsevier, vol. 90(C), pages 1-10.

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