Some further results concerning the decomposition of the Watson efficiency in partitioned linear models

MaRDI QIDQ3580552zbMATH OpenFDO

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

Publication date 13 August 2010

zbMATH Keywords

best linear unbiased estimationlinear sufficiencyreduced linear modelGauß-Markov model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Sufficient statistics and fields (62B05)

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Cited in

(6)

• On decomposing the Watson efficiency of ordinary least squares in a partitioned weakly singular linear model
• The BLUE's covariance matrix revisited: A review
• The efficiency factorization multiplier for the Watson efficiency in partitioned linear models: Some examples and a literature review
• Admissibility and linear sufficiency in linear model with nuisance parameters
• Statistical analysis of a linear regression model with restrictions and superfluous variables
• An alternative form of the Watson efficiency

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