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