A final twist on the equality of OLS and GLS

DOI10.1007/BF02929707zbMath0899.62083OpenAlexW1993497669MaRDI QIDQ1393065

Andreas Jaeger, Walter Kramer

Publication date: 2 August 1998

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02929707

zbMATH Keywords

generalized least squaresordinary least squaresgeneral linear regression model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12)

Related Items (3)

Let us do the twist again ⋮ On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing ⋮ Mean driven balance and uniformly best linear unbiased estimators

Cites Work

• Unnamed Item
• Another twist on the equality of OLS and GLS
• When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach

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