A note on the inverse-partitioned-matrix method in linear regression analysis (Q1083809)
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scientific article; zbMATH DE number 3978181
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the inverse-partitioned-matrix method in linear regression analysis |
scientific article; zbMATH DE number 3978181 |
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A note on the inverse-partitioned-matrix method in linear regression analysis (English)
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1985
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Let the classical regression model \(y=X\beta +\sigma \epsilon\), \(E(\epsilon)=0\), Cov \(\epsilon\) \(=V\) be given. It is shown that the inverse-partitioned-matrix method due to \textit{C. R. Rao} [Linear statistical inference and its application. 2nd ed. (1973; Zbl 0256.62002)] can easily be understood if the prediction problem for linear models is considered.
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generalized inverse
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inverse-partitioned-matrix method
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prediction problem for linear models
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