scientific article; zbMATH DE number 954470

zbMATH Open0857.62067MaRDI QIDQ4718554FDOQ4718554

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Publication date: 16 January 1997

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zbMATH Keywords

design matrixgeneral linear modelmean square errorgeneralized inverseBLUEmixed linear modelrank deficiencysingular dispersion matrixbest linear unbiased estimatorsexact algebraic expressionsrecursive estimation and testingunified theory of least squares estimation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20) Estimation in multivariate analysis (62H12) Parametric inference under constraints (62F30) Theory of matrix inversion and generalized inverses (15A09)

Cited In (10)

• Changes in the general linear model: A unified approach
• On the Kalman filter with possibly degenerate and correlated errors
• Recursive max-linear models with propagating noise
• Updating formula in an analysis of variance model
• Inclusion and exclusion of data or parameters in the general linear model
• RECURSIVE ESTIMATION OF THE GENERAL LINEAR MODEL WITH DEPENDENT ERRORS AND MULTIPLE ADDITIONAL OBSERVATIONS1
• Recursive computing and simulation-free inference for general factorizable models
• Title not available (Why is that?)
• Updates of statistics in a general linear model: a statistical interpretation and applications
• Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations

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