Characterizing Relationships Between Estimations Under a General Linear Model with Explicit and Implicit Restrictions by Rank of Matrix

DOI10.1080/03610926.2011.594537zbMath1271.62152OpenAlexW2149656302MaRDI QIDQ2920061

Yongge Tian

Publication date: 23 October 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.594537

zbMATH Keywords

Moore-Penrose inverseBLUEOLSEmatrix rank methodequality of estimationsrestricted linear modelimplicitly restricted model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30) Basic linear algebra (15A99)

Related Items (5)

Estimation in singular linear models with stepwise inclusion of linear restrictions ⋮ Some overall properties of seemingly unrelated regression models ⋮ A comparison between two competing fixed parameter constrained general linear models with new regressors ⋮ On decompositions of estimators under a general linear model with partial parameter restrictions ⋮ On the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted models

Cites Work

• Unnamed Item
• Unnamed Item
• A note on comparing the unrestricted and restricted least-squares estimators
• On the natural restrictions in the singular Gauss-Markov model
• Characterizations of admissible linear estimators in restricted linear models
• Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
• Best affine unbiased representations of the fully restricted general Gauss--Markov model
• On equality and proportionality of ordinary least squares, weighted least squares and best linear unbiased estimators in the general linear model
• More on maximal and minimal ranks of Schur complements with applications
• The Treatment of Linear Restrictions in Regression Analysis

This page was built for publication: Characterizing Relationships Between Estimations Under a General Linear Model with Explicit and Implicit Restrictions by Rank of Matrix