THREE RANK FORMULAS ASSOCIATED WITH THE COVARIANCE MATRICES OF THE BLUE AND THE OLSE IN THE GENERAL LINEAR MODEL
一般线性模型中 BLUE 与普通最小二乘协方差矩阵的三个秩公式
In this paper we consider the estimation of the expectation vector X β under the general linear model { y , X β,σ 2 V }. We introduce a new handy representation for the rank of the difference of the covariance matrices of the ordinary least squares estimator OLSE( X β) (= Hy , say) and the best linear unbiased estimator BLUE( X β) (= Gy , say). From this formula some well-known conditions for the equality between Hy and Gy follow at once. We recall that the equality between…