Theory and computation of restricted linear models

DOI10.1007/BF02007242MaRDI QIDQ1114272zbMATH OpenOpenAlexFDO

Authors Naiwu Chen, Jiankeng Li

Publication date 1988

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02007242

zbMATH Keywords

complementary matricesdegrees of freedomLeast squares inversesnonestimable functionsrestricted linear modelTestable hypotheses

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Linear inference, regression (62J99)

Review text

Least squares inverses and complementary matrices are used to develop a comprehensive theory of estimation for a restricted linear model. Testable hypotheses as defined in \textit{S. R. Searle} [Linear models. (1971; Zbl 0218.62071)] are extended to involve nonestimable functions. An explicit expression for the sum of squares of deviation from the null hypothesis under the general setup with restrictions and the corresponding number of degrees of freedom are obtained for implementation on computers.

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