Optimality of BLUE's in a general linear model with incorrect design matrix (Q760133)

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scientific article; zbMATH DE number 3883437
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    Optimality of BLUE's in a general linear model with incorrect design matrix
    scientific article; zbMATH DE number 3883437

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      Optimality of BLUE's in a general linear model with incorrect design matrix (English)
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      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 \((Y,X\beta,\sigma^ 2V)\)?
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      general linear model
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      incorrect design matrix
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      Gauss-Markov model
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      BLUE
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      estimable parametric function
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      unbiased estimator
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      linear minimum bias estimator
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      best linear minimum bias estimator
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