Some equalities for estimations of variance components in a general linear model and its restricted and transformed models

DOI10.1016/j.jmva.2010.04.011zbMath1203.62107MaRDI QIDQ990881

Yongge Tian, Chunmei Liu

Publication date: 1 September 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.04.011

zbMATH Keywords

reduced model; linear regression model; transformed model; matrix rank method; minimum norm quadratic unbiased estimator; restricted model; equality for estimators; simple estimator; sub-sample model

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

15A09: Theory of matrix inversion and generalized inverses

62J10: Analysis of variance and covariance (ANOVA)

Related Items

On relations between BLUPs under two transformed linear random-effects models, Inertia and rank approach in transformed linear mixed models for comparison of BLUPs, Some overall properties of seemingly unrelated regression models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A note on equality of MINQUE and simple estimator in the general Gauss-Markov model
• Comparison of MINQUE and simple estimate of the error variance in the general linear models
• The BLUE and MINQUE in Gauss-Markoff model with linear transformation of the observable variables
• Cochran's statistical theorem revisited
• More on maximal and minimal ranks of Schur complements with applications
• Rank equalities related to outer inverses of matrices and applications
• A property of partitioned generalized regression
• Some matrix results related to a partitioned singular linear model
• Cochran's statistical theorem for outer inverses of matrices and matrix quadratic forms