The efficiency factorization multiplier for the Watson efficiency in partitioned linear models: Some examples and a literature review

DOI10.1016/j.jspi.2007.03.015zbMath1119.62065OpenAlexW2162234962MaRDI QIDQ2382853

Simo Puntanen, Ka Lok Chu, George P. H. Styan, Jarkko Isotalo

Publication date: 4 October 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10179/4466

zbMATH Keywords

BLUEOLSEGauss-Markov modelWatson efficiencyBloomfield-Watson-Knott inequalityBest linear unbiased estimationEfficiency factorization multiplierGeneralized efficiency functionGeoffrey Stuart Watson (1921-1998)Ordinary least squares estimationPartitioned linear modelsSplitting efficiencyTotal Watson efficiency

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items

The efficiency comparisons between OLSE and BLUE in a singular linear model ⋮ An alternative form of the Watson efficiency

Uses Software

• alr3
• FMRISTAT

Cites Work

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