Another twist on the equality of OLS and GLS
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Publication:1815630
DOI10.1007/BF02926589zbMath0858.62053MaRDI QIDQ1815630
Robert Bartels, Denzil G. Fiebig, Walter Kramer
Publication date: 23 March 1997
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02926589
linear model; generalized least squares; ordinary least squares; necessary and sufficient condition; equality of the OLS and GLS; subset of regression coefficients
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