The efficiency factorization multiplier for the Watson efficiency in partitioned linear models: Some examples and a literature review

DOI10.1016/J.JSPI.2007.03.015MaRDI QIDQ2382853zbMATH OpenOpenAlexFDO

Authors Ka Lok Chu, Jarkko Isotalo, Simo Puntanen, George P. H. Styan

Publication date 4 October 2007

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

Full work available at URL http://hdl.handle.net/10179/4466

zbMATH Keywords

Best linear unbiased estimationBloomfield-Watson-Knott inequalityBLUEEfficiency factorization multiplierGauss-Markov modelGeneralized efficiency functionGeoffrey Stuart Watson (1921-1998)OLSEOrdinary least squares estimationPartitioned linear modelsSplitting efficiencyTotal Watson efficiencyWatson efficiency

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Linear regression; mixed models (62J05)

Recommendations

• Some further results concerning the decomposition of the Watson efficiency in partitioned linear models
• On decomposing the Watson efficiency of ordinary least squares in a partitioned weakly singular linear model
• An alternative form of the Watson efficiency
• On Sum Decompositions of Weighted Least-Squares Estimators for the Partitioned Linear Model
• On additive and block decompositions of WLSEs under a multiple partitioned regression model

Cites work

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• Comparison of the Variance of Minimum Variance and Weighted Least Squares Regression Coefficients
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• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
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• Some comments on several matrix inequalities with applications to canonical correlations: historical background and recent developments
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Cited in

(4)

• An alternative form of the Watson efficiency
• On decomposing the Watson efficiency of ordinary least squares in a partitioned weakly singular linear model
• Some further results concerning the decomposition of the Watson efficiency in partitioned linear models
• The efficiency comparisons between OLSE and BLUE in a singular linear model

Describes a project that uses

Uses Software

• alr3
• FMRISTAT

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