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

DOI10.1016/0378-3758(83)90048-4MaRDI QIDQ760133zbMATH OpenOpenAlexFDO

Authors 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

general linear modelunbiased estimatorBLUEGauss-Markov modelestimable parametric functionbest linear minimum bias estimatorincorrect design matrixlinear minimum bias estimator

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(10)

• Admissible linear estimation in a general Gauss-Markov model with an incorrectly specified dispersion matrix
• 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
• Two matrix-based proofs that the linear estimator G y is the best linear unbiased estimator
• On the notion of orthogonal projection in a semi-Euclidean space
• Covariance adjustment in biased estimation
• Linear Estimation with an Incorrect Dispersion Matrix in Linear Models with a Common Linear Part
• On equalities for BLUEs under misspecified Gauss-Markov models
• scientific article; zbMATH DE number 426254 (Why is no real title available?)
• A new analysis of the relationships between a general linear model and its mis-specified forms

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