On equality of ordinary least squares estimator, best linear unbiased estimator and best linear unbiased predictor in the general linear model

DOI10.1016/J.JSPI.2008.08.015MaRDI QIDQ999009zbMATH OpenOpenAlexFDO

Authors Yonghui Liu

Publication date 30 January 2009

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

Full work available at URL https://doi.org/10.1016/j.jspi.2008.08.015

zbMATH Keywords

best linear unbiased estimator (BLUE)best linear unbiased predictor (BLUP)general linear modelmatrix rank methodordinary least squares estimator (OLSE)

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Matrix equations and identities (15A24) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites work

• An extension of a rank criterion for the least squares estimator to be the best linear unbiased estimator
• Best Linear Unbiased Prediction in the Generalized Linear Regression Model
• scientific article; zbMATH DE number 3980270 (Why is no real title available?)
• scientific article; zbMATH DE number 3465460 (Why is no real title available?)
• Linear Prediction Sufficiency for New Observations in the General Gauss–Markov Model
• More on extremal ranks of the matrix expressions \(A-BX \pm X^{*}B^{*}\) with statistical applications
• On equality and proportionality of ordinary least squares, weighted least squares and best linear unbiased estimators in the general linear model
• Prediction and the efficiency of least squares
• Simple least squares estimation versus best linear unbiased prediction
• The equality of linear transforms of the ordinary least squares estimator and the best linear unbiased estimator
• Two matrix-based proofs that the linear estimator G y is the best linear unbiased estimator

Cited in

(25)

• Ranks of Hermitian and skew-Hermitian solutions to the matrix equation \(AXA^*=B\)
• Effect of deleting an observation on the equality of the OLSE and BLUE
• On equivalence of predictors/estimators under a multivariate general linear model with augmentation
• Some remarks on general linear model with new regressors
• On equality and proportionality of ordinary least squares, weighted least squares and best linear unbiased estimators in the general linear model
• Mean driven balance and uniformly best linear unbiased estimators
• On the equality of estimators under a general partitioned linear model with parameter restrictions
• The minimal rank of A - BX with respect to Hermitian matrix
• On connections among OLSEs and BLUEs of whole and partial parameters under a general linear model
• The equality of linear transforms of the ordinary least squares estimator and the best linear unbiased estimator
• The minimal rank of matrix expressions with respect to Hermitian matrix-revised
• The Equalities of BLUPs for Linear Combinations Under Two General Linear Mixed Models
• On the equality of the ordinary least squares estimators and the best linear unbiased estimators in multivariate growth-curve models
• Criteria for the equality between ordinary least squares and best linear unbiased estimators under certain linear models
• scientific article; zbMATH DE number 4064280 (Why is no real title available?)
• scientific article; zbMATH DE number 4126509 (Why is no real title available?)
• scientific article; zbMATH DE number 1076325 (Why is no real title available?)
• A projector oriented approach to the best linear unbiased estimator
• Necessary and sufficient conditions for the equality between the two best linear unbiased estimators and their applications
• On relations between BLUPs under two transformed linear random-effects models
• Fundamental equations of BLUE and BLUP in the multivariate linear model with applications
• Dispersion matrix comparisons among estimators under two competing restricted linear regression models
• Equalities between OLSE, BLUE and BLUP in the linear model
• Equalities of various estimators in the general growth curve model and the restricted growth curve model
• Characterizations of the best linear unbiased estimator in the general Gauss-Markov model with the use of matrix partial orderings

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