A Useful Matrix Decomposition and Its Statistical Applications in Linear Regression (Q3634548)

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A Useful Matrix Decomposition and Its Statistical Applications in Linear Regression
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    A Useful Matrix Decomposition and Its Statistical Applications in Linear Regression (English)
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    25 June 2009
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    BLUE
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    Frisch-Waugh-Lovell theorem
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    Löwner ordering
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    OLSE
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    orthogonal projector
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    partitioned linear model
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    reduced linear model
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    Schur complement
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