Linear sufficiency with respect to a given vector of parametric functions (Q1819867): Difference between revisions
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Revision as of 01:32, 20 March 2024
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English | Linear sufficiency with respect to a given vector of parametric functions |
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Linear sufficiency with respect to a given vector of parametric functions (English)
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1986
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Let \(\{\) Y,X\(\beta\),V\(\}\) be a general Gauss-Markov model. FY is said to be linearly sufficient for the estimable function \(K\beta\) if the minimum dispersion linear unbiased estimator of \(K\beta\) is a linear function of FY. Theorem 1 gives a necessary and sufficient condition for such a linear sufficiency. Corollaries deal with some special cases, while theorem 2 considers the problem of linear minimal sufficiency. Applications are given to models with additional information on nuisance parameters, stepwise estimation and seemingly unrelated regressions.
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MDLUE
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general Gauss-Markov model
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linearly sufficient
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minimum dispersion linear unbiased estimator
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linear minimal sufficiency
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nuisance parameters
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stepwise estimation
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seemingly unrelated regressions
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