On equality and proportionality of ordinary least squares, weighted least squares and best linear unbiased estimators in the general linear model
Equality 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.
Volume (Year): 76 (2006)
Issue (Month): 12 (July)
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- Young, Dean M. & Odell, Patrick L. & Hahn, William, 2000. "Nonnegative-definite covariance structures for which the blu, wls, and ls estimators are equal," Statistics & Probability Letters, Elsevier, vol. 49(3), pages 271-276, September.