A note on the inverse-partitioned-matrix method in linear regression analysis

DOI10.1016/0024-3795(85)90201-0MaRDI QIDQ1083809zbMATH OpenOpenAlexFDO

Authors Hilmar Drygas

Publication date 1985

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(85)90201-0

zbMATH Keywords

generalized inverseinverse-partitioned-matrix methodprediction problem for linear models

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Review text

Let the classical regression model \(y=X\beta +\sigma \epsilon\), \(E(\epsilon)=0\), Cov \(\epsilon\) \(=V\) be given. It is shown that the inverse-partitioned-matrix method due to \textit{C. R. Rao} [Linear statistical inference and its application. 2nd ed. (1973; Zbl 0256.62002)] can easily be understood if the prediction problem for linear models is considered.

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Cites work

• Estimation and prediction for linear models in general spaces
• scientific article; zbMATH DE number 3980270 (Why is no real title available?)
• scientific article; zbMATH DE number 3513163 (Why is no real title available?)
• scientific article; zbMATH DE number 3271181 (Why is no real title available?)
• Simple least squares estimation versus best linear unbiased prediction

Cited in

(6)

• Statistical analysis of a linear regression model with restrictions and superfluous variables
• Inversion of 3 3 partitioned matrices in investigation of the twoepoch linear model with the nuisance paramters
• A Useful Matrix Decomposition and Its Statistical Applications in Linear Regression
• scientific article; zbMATH DE number 4056812 (Why is no real title available?)
• ON A PARTITIONED INVERSION FORMULA HAVING USEFUL APPLICATIONS IN ECONOMETRICS
• Inverse-partitioned-matrix method for the general Gauss-Markov model with linear restrictions

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