Matrix rank/inertia formulas for least-squares solutions with statistical applications

DOI10.1515/SPMA-2016-0013zbMATH Open1333.15006OpenAlexW2324881853MaRDI QIDQ5962820FDOQ5962820

Yongge Tian, Bo Jiang

Publication date: 24 February 2016

Published in: Special Matrices (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/spma-2016-0013

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• scientific article; zbMATH DE number 6263971

zbMATH Keywords

linear modelrankinertialeast squares solutionordinary least squares estimatormatrix equationquadratic matrix-valued functioninference problem

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Eigenvalues, singular values, and eigenvectors (15A18) Parametric inference under constraints (62F30) Matrix exponential and similar functions of matrices (15A16) Vector spaces, linear dependence, rank, lineability (15A03) Matrix equations and identities (15A24)

Cites Work

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• The matrix equations \(AX=C\), \(XB=D\)
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Cited In (13)

• On relations between BLUPs under two transformed linear random-effects models
• Rank/inertia approaches to weighted least-squares solutions of linear matrix equations
• A matrix approach to a general partitioned linear model with partial parameter restrictions
• Some remarks on comparison of predictors in seemingly unrelated linear mixed models.
• Comparison of covariance matrices of predictors in seemingly unrelated regression models
• Rank and inertia formulas for covariance matrices of BLUPs in general linear mixed models
• On best linear unbiased estimation and prediction under a constrained linear random-effects model
• Statistical analysis of a linear regression model with restrictions and superfluous variables
• Characterizing relationships between BLUPs under linear mixed model and some associated reduced models
• Inertia and rank approach in transformed linear mixed models for comparison of BLUPs
• Some remarks on fundamental formulas and facts in the statistical analysis of a constrained general linear model
• Matrix rank and inertia formulas in the analysis of general linear models
• Further remarks on constrained over-parameterized linear models

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