Optimality of BLUE's in a general linear model with incorrect design matrix

DOI10.1016/0378-3758(83)90048-4zbMath0554.62057OpenAlexW2053875423MaRDI QIDQ760133

Thomas Mathew, P. Bhimasankaram

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1016/0378-3758(83)90048-4

zbMATH Keywords

BLUEGauss-Markov modelunbiased estimatorgeneral linear modelestimable parametric functionbest linear minimum bias estimatorincorrect design matrixlinear minimum bias estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Optimal statistical designs (62K05) Linear inference, regression (62J99)

Related Items

Covariance adjustment in biased estimation ⋮ Admissible linear estimation in a general Gauss-Markov model with an incorrectly specified dispersion matrix ⋮ On the notion of orthogonal projection in a semi-Euclidean space ⋮ A new analysis of the relationships between a general linear model and its mis-specified forms ⋮ Stability of invariant linearly sufficient statistics in the general Gauss-Markov model ⋮ Comparison of linear restricted models with respect to the validity of admissible and linearly sufficient estimators

Cites Work

• Linear Least Squares Regression
• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
• Conditions for Optimality and Validity of Simple Least Squares Theory
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