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部分冗余观测
Necessary and sufficient conditions are established for the second subsample to be partially redundant given the first subsample for the best linear unbiased estimator of a subset of the coefficient vector of a general linear regression model.We thank the Co-editor for his very helpful comments on an earlier draft.
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…
04.2.1 含正交投影矩阵的分块矩阵值域等式
When considering the general Gauss–Markov model Y = X β + e , where E ( e ) = 0, Cov( e ) = V , one often needs to know whether the range inclusion range( X ) ⊆ range( V ) holds.