On equality and proportionality of ordinary least squares, weighted least squares and best linear unbiased estimators in the general linear model

DOI10.1016/J.SPL.2006.01.005zbMATH Open1123.62038OpenAlexW2148124198MaRDI QIDQ2494883FDOQ2494883

Authors: Yongge Tian, Douglas P. Wiens 

Publication date: 30 June 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.01.005

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zbMATH Keywords

OLSEBLUEequalityproportionalityprojectorsrank formulas for partitioned matricesWLSE

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Matrix equations and identities (15A24)

Cites Work

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• Projections under seminorms and generalized Moore Penrose inverses
• The equality of linear transforms of the ordinary least squares estimator and the best linear unbiased estimator
• The maximal and minimal ranks of \(A - BXC\) with applications
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• The maximal and minimal ranks of some expressions of generalized inverses of matrices
• Linear Estimation with an Incorrect Dispersion Matrix in Linear Models with a Common Linear Part
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• Nonnegative-definite covariance structures for which the blu, wls, and ls estimators are equal

Cited In (34)

• On misspecification of the dispersion matrix in mixed linear models
• Ranks of Hermitian and skew-Hermitian solutions to the matrix equation \(AXA^*=B\)
• Title not available (Why is that?)
• On the equivalence of estimations under a general linear model and its transformed models
• Some decompositions of OLSEs and BLUEs under a partitioned linear model
• Online variance minimization
• Some overall properties of seemingly unrelated regression models
• Some equalities for estimations of partial coefficients under a general linear regression model
• On Sum Decompositions of Weighted Least-Squares Estimators for the Partitioned Linear Model
• The \((P,Q)\)-(skew)symmetric extremal rank solutions to a system of quaternion matrix equations
• Characterizations of the best linear unbiased estimator in the general Gauss-Markov model with the use of matrix partial orderings
• On equality of ordinary least squares estimator, best linear unbiased estimator and best linear unbiased predictor in the general linear model
• Estimations of parametric functions under a system of linear regression equations with correlated errors
• On the equality of estimators under a general partitioned linear model with parameter restrictions
• Fundamental equations of BLUE and BLUP in the multivariate linear model with applications
• The equality of linear transforms of the ordinary least squares estimator and the best linear unbiased estimator
• Title not available (Why is that?)
• Characterizing relationships between estimations under a general linear model with explicit and implicit restrictions by rank of matrix
• Title not available (Why is that?)
• Least-norm and extremal ranks of the least square solution to the quaternion matrix equation \(AXB=C\) subject to two equations
• Optimal combination forecasts for hierarchical time series
• On additive and block decompositions of WLSEs under a multiple partitioned regression model
• The additive and block decompositions about the WLSEs of parametric functions for a multiple partitioned linear regression model
• Criteria for the equality between ordinary least squares and best linear unbiased estimators under certain linear models
• Equalities of various estimators in the general growth curve model and the restricted growth curve model
• On the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted models
• On the generalized bi (skew-) symmetric solutions of a linear matrix equation and its procrust problems
• Extremal ranks of some nonlinear matrix expressions with applications
• On relations between weighted least-squares estimators of parametric functions under a general partitioned linear model and its small models
• On equalities for BLUEs under misspecified Gauss-Markov models
• Effect of deleting an observation on the equality of the OLSE and BLUE
• On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing
• A geometric analysis of when fixed weighting schemes will outperform ordinary least squares
• Nonnegative-definite covariance structures for which the blu, wls, and ls estimators are equal

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