Effect of adding regressors on the equality of the BLUEs under two linear models

DOI10.1016/j.jspi.2009.06.010zbMath1178.62068OpenAlexW2090398201MaRDI QIDQ1036709

Simo Puntanen, Stephen J. Haslett

Publication date: 13 November 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.06.010

zbMATH Keywords

best linear unbiased estimatorBLUEordinary least squaresorthogonal projectorOLSEpartitioned linear modelFrisch-Waugh-Lovell theoremGauss-Markov modelreduced linear modelupdating linear regression

Mathematics Subject Classification ID

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

Related Items (8)

On equivalence of predictors/estimators under a multivariate general linear model with augmentation ⋮ A comparison between two competing fixed parameter constrained general linear models with new regressors ⋮ Characterizing relationships between BLUPs under linear mixed model and some associated reduced models ⋮ Properties of BLUEs in full versus small linear models ⋮ Statistical analysis of a linear regression model with restrictions and superfluous variables ⋮ Data cloning: data visualisation, smoothing, confidentiality, and encryption ⋮ A new analysis of the relationships between a general linear model and its mis-specified forms ⋮ On the BLUEs in Two Linear Models via C. R. Rao's Pandora's Box

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• A Useful Matrix Decomposition and Its Statistical Applications in Linear Regression
• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models

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