A Useful Matrix Decomposition and Its Statistical Applications in Linear Regression
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Publication:3634548
DOI10.1080/03610920701666328zbMath1163.62051OpenAlexW1994538256MaRDI QIDQ3634548
Jarkko Isotalo, Simo Puntanen, George P. H. Styan
Publication date: 25 June 2009
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920701666328
Schur complementBLUEorthogonal projectorOLSEpartitioned linear modelFrisch-Waugh-Lovell theoremLöwner orderingreduced linear model
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Factorization of matrices (15A23)
Related Items (6)
Comparing the BLUEs Under Two Linear Models ⋮ On the equality of the BLUPs under two linear mixed models ⋮ All about the \(\bot\) with its applications in the linear statistical models ⋮ Upper bounds for the Euclidean distances between the BLUPs ⋮ Equalities between OLSE, BLUE and BLUP in the linear model ⋮ Effect of adding regressors on the equality of the BLUEs under two linear models
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