IDEAS home Printed from https://ideas.repec.org/a/spr/stpapr/v58y2017i1d10.1007_s00362-015-0682-2.html
   My bibliography  Save this article

Some notes on linear sufficiency

Author

Listed:
  • Radosław Kala

    (Poznań University of Life Sciences)

  • Simo Puntanen

    (University of Tampere)

  • Yongge Tian

    (Central University of Finance and Economics)

Abstract

In this paper we review some important aspects of the linear sufficiency of statistics $$\mathbf {F}\mathbf {y}$$ F y and consider the relations of the best linear unbiased estimators of the estimable parametric functions under the linear model $$\fancyscript{A}$$ A and its counterpart $$\fancyscript{A}_{t}$$ A t obtained by transforming $$\fancyscript{A}$$ A by the matrix $$\mathbf {F}$$ F . Most results obtained appear in literature but often in scattered form. Our aim is provide a concise view of this problem area and discuss some possible misunderstandings.

Suggested Citation

  • Radosław Kala & Simo Puntanen & Yongge Tian, 2017. "Some notes on linear sufficiency," Statistical Papers, Springer, vol. 58(1), pages 1-17, March.
    • Handle: RePEc:spr:stpapr:v:58:y:2017:i:1:d:10.1007_s00362-015-0682-2
    DOI: 10.1007/s00362-015-0682-2
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s00362-015-0682-2
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s00362-015-0682-2?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Michael C. Lovell, 1963. "Seasonal Adjustment of Economic Time Series and Multiple Regression," Cowles Foundation Discussion Papers 151, Cowles Foundation for Research in Economics, Yale University.
    2. Gourieroux, Christian & Monfort, Alain, 1980. "Sufficient Linear Structures: Econometric Applications," Econometrica, Econometric Society, vol. 48(5), pages 1083-1097, July.
    3. Radosław Kala & Paweł Pordzik, 2009. "Estimation in singular partitioned, reduced or transformed linear models," Statistical Papers, Springer, vol. 50(3), pages 633-638, June.
    4. Jürgen Groß, 2004. "The general Gauss-Markov model with possibly singular dispersion matrix," Statistical Papers, Springer, vol. 45(3), pages 311-336, July.
    5. Oskar Baksalary & Götz Trenkler, 2009. "A projector oriented approach to the best linear unbiased estimator," Statistical Papers, Springer, vol. 50(4), pages 721-733, August.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Yongge Tian, 2017. "Transformation approaches of linear random-effects models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 26(4), pages 583-608, November.
    2. S. J. Haslett & X. Q. Liu & A. Markiewicz & S. Puntanen, 2020. "Some properties of linear sufficiency and the BLUPs in the linear mixed model," Statistical Papers, Springer, vol. 61(1), pages 385-401, February.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Stephen Haslett & Jarkko Isotalo & Yonghui Liu & Simo Puntanen, 2014. "Equalities between OLSE, BLUE and BLUP in the linear model," Statistical Papers, Springer, vol. 55(2), pages 543-561, May.
    2. Jason Allen & Robert Amano & David P. Byrne & Allan W. Gregory, 2009. "Canadian city housing prices and urban market segmentation," Canadian Journal of Economics, Canadian Economics Association, vol. 42(3), pages 1132-1149, August.
    3. Bardsen, G. & Klovland, J.T., 1990. "Finding The Rigth Nominal Anchor: The Cointegration Of Money, Credit And Nominal Income In Norway," The Warwick Economics Research Paper Series (TWERPS) 350, University of Warwick, Department of Economics.
    4. Juergen Bitzer & Erkan Goeren, 2018. "Foreign Aid and Subnational Development: A Grid Cell Analysis," Working Papers V-407-18, University of Oldenburg, Department of Economics, revised Mar 2018.
    5. Yuqin Sun & Rong Ke & Yongge Tian, 2014. "Some overall properties of seemingly unrelated regression models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 98(2), pages 103-120, April.
    6. Kulaksizoglu, Tamer, 2004. "Measuring the Effectiveness of Competition Policy: Evidence from the Turkish Cement Industry," MPRA Paper 357, University Library of Munich, Germany.
    7. Qian, Hailong & Schmidt, Peter, 2003. "Partial GLS regression," Economics Letters, Elsevier, vol. 79(3), pages 385-392, June.
    8. Mark Gersovitz & James G. MacKinnon, 1977. "Seasonality in Regression: An Application of Smoothness Priors," Working Paper 257, Economics Department, Queen's University.
    9. Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
    10. Guang Jing Song & Qing Wen Wang, 2014. "On the weighted least-squares, the ordinary least-squares and the best linear unbiased estimators under a restricted growth curve model," Statistical Papers, Springer, vol. 55(2), pages 375-392, May.
    11. Huizinga, Harry & Demirgüç-Kunt, Asli & Bertay, Ata, 2011. "Is the Financial Safety Net a Barrier to Cross-Border Banking?," CEPR Discussion Papers 8712, C.E.P.R. Discussion Papers.
    12. 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: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(5), pages 707-722, July.
    13. Christopher Withers & Saralees Nadarajah, 2013. "Correlation is first order independent of transformation," Statistical Papers, Springer, vol. 54(2), pages 443-456, May.
    14. MICHAEL McALEER, 1992. "Efficient Estimation: The Rao‐Zyskind Condition, Kruskal's Theorem and Ordinary Least Squares," The Economic Record, The Economic Society of Australia, vol. 68(1), pages 65-72, March.
    15. Mittag, Nikolas, 2012. "New methods to estimate models with large sets of fixed effects with an application to matched employer-employee data from Germany," FDZ Methodenreport 201201_en, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    16. repec:iab:iabfme:201201(en is not listed on IDEAS
    17. S. Haslett & S. Puntanen & B. Arendacká, 2015. "The link between the mixed and fixed linear models revisited," Statistical Papers, Springer, vol. 56(3), pages 849-861, August.
    18. Svend Hylleberg, 2006. "Seasonal Adjustment," Economics Working Papers 2006-04, Department of Economics and Business Economics, Aarhus University.
    19. Weron, Rafał & Zator, Michał, 2014. "Revisiting the relationship between spot and futures prices in the Nord Pool electricity market," Energy Economics, Elsevier, vol. 44(C), pages 178-190.
    20. Yongge Tian, 2017. "Transformation approaches of linear random-effects models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 26(4), pages 583-608, November.
    21. Bento, Antonio M. & Miller, Noah & Mookerjee, Mehreen & Severnini, Edson, 2023. "A unifying approach to measuring climate change impacts and adaptation," Journal of Environmental Economics and Management, Elsevier, vol. 121(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:stpapr:v:58:y:2017:i:1:d:10.1007_s00362-015-0682-2. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.