Estimation in singular linear models with stepwise inclusion of linear restrictions

DOI10.1016/J.JMVA.2016.02.018MaRDI QIDQ276968zbMATH OpenOpenAlexFDO

Authors Xingwei Ren

Publication date 4 May 2016

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

Full work available at URL https://doi.org/10.1016/j.jmva.2016.02.018

zbMATH Keywords

best linear unbiased estimator (BLUE)inertialinear restrictionsrankstepwise inclusion

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Recommendations

• On Best Linear Unbiased Estimation in the Restricted General Linear Model
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Cites work

• A note on best linear unbiased estimation in the restricted general linear model
• A note on comparing the unrestricted and restricted least-squares estimators
• Best linear unbiased estimation in the restricted general linear model²
• Characterizing relationships between estimations under a general linear model with explicit and implicit restrictions by rank of matrix
• Equalities and inequalities for inertias of Hermitian matrices with applications
• scientific article; zbMATH DE number 3465460 (Why is no real title available?)
• Linear models and generalizations. Least squares and alternatives. With contributions by Michael Schomaker.
• Linear models. An integrated approach
• Matrix tricks for linear statistical models. Our personal top twenty.
• On equalities of estimations of parametric functions under a general linear model and its restricted models
• On relations between BLUEs under two transformed linear models
• On restricted estimation in linear models
• On the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted models
• Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
• Robust Wald Tests in Sur Systems with Adding-up Restrictions

Cited in

(8)

• Adjusting of estimates in general linear model with respect to linear restrictions
• Estimation of an unobservable parameters in the type II constraints in singular linear regression model
• scientific article; zbMATH DE number 897944 (Why is no real title available?)
• Estimation in Singular Linear Models with Stochastic Linear Restrictions
• A matrix approach to compare BLUEs under a linear regression model and its two competing restricted models with applications
• Dispersion matrix comparisons among estimators under two competing restricted linear regression models
• On the variance estimator and its bounds in general linear models under linear restrictions
• Estimation in singular partitioned, reduced or transformed linear models

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