Optimality of BLUE's in a general linear model with incorrect design matrix (Q760133)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimality of BLUE's in a general linear model with incorrect design matrix |
scientific article |
Statements
Optimality of BLUE's in a general linear model with incorrect design matrix (English)
0 references
1983
0 references
For the Gauss-Markov model, \(E(Y)=X\beta\), \(V(Y)=\sigma^ 2V\), the following problem is solved: What is the class of all models \((Y,X\beta,\sigma^ 2V)\) such that the BLUE of every estimable parametric function \(p'\beta\) (a specific representation or some linear representation or every linear representation) under \((Y,X_ 0\beta,\sigma^ 2V)\) is (a) an unbiased estimator, (b) a BLUE, (c) a linear minimum bias estimator and (d) best linear minimum bias estimator of \(p'\beta\) under \((Y,X\beta,\sigma^ 2V)\)?
0 references
general linear model
0 references
incorrect design matrix
0 references
Gauss-Markov model
0 references
BLUE
0 references
estimable parametric function
0 references
unbiased estimator
0 references
linear minimum bias estimator
0 references
best linear minimum bias estimator
0 references