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A Matrix Equality Applicable in the Analysis of Mean-and-Covariance Structures
A Metric Inequality for a Dissimilarity Coefficient in Multidimensional Scaling
A Matrix Invariance Problem
A Property of the Duplication Matrix
A Property of the Duplication Matrix
Matrix Differential Calculus with Applications in Statistics and Econometrics.
A Matrix Inequality
Maximum Likelihood Estimation of Barten's Demand Equations with a General, Symmetric or Diagonal Matrix of Specific Substitution Effects
Theil's Minimum MSE Estimator for the Standard Linear Model
Exact Linear Restrictions on Parameters in the General Linear Model with a Singular Covariance Matrix
协方差矩阵奇异的一般线性模型中的精确线性参数约束
An attempt is made to develop a best linear unbiased estimator of β in the model y = Xβ + u, with known singular covariance matrix V of u and restrictions on β. Two operational criteria for optimality are considered: minimum expected quadratic loss and minimum generalized variance. It is shown that these criteria lead to the same estimator, the well-known least-squares estimator, as developed by Theil (1971).
Exact Linear Restrictions on Parameters in the General Linear Model with a Singular Covariance Matrix
奇异协方差一般线性模型中的参数精确线性约束
An attempt is made to develop a best linear unbiased estimator of β in the model y = Xβ + u, with known singular covariance matrix V of u and restrictions on β. Two operational criteria for optimality are considered: minimum expected quadratic loss and minimum generalized variance. It is shown that these criteria lead to the same estimator, the well-known least-squares estimator, as developed by Theil (1971).