On the equality of usual and amemiya's partially generalized least squares estimator

DOI10.1080/03610929708832034zbMath0954.62547OpenAlexW2005528138MaRDI QIDQ4269948

Götz Trenkler, Jürgen Gross

Publication date: 10 November 1999

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

Full work available at URL: https://doi.org/10.1080/03610929708832034

zbMATH Keywords

oblique projectorordinary least squares estimatorgeneralized least squares estimatorgeneral Gauss-Markov modelpartially least squares estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (1)

BETWEEN OLSE AND BLUE

Cites Work

• Unnamed Item
• Partially generalized least squares and two-stage least squares estimators
• A note on Amemiya's partially generalized least squares
• A study of the influence of the natural restrictions on estimation problems in the singular Gauss-Markov model
• A note on a Manova model applied to problems in growth curve
• AMEMIYA'S FORM OF THE WEIGHTED LEAST SQUARES ESTIMATOR

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