On comparison of dispersion matrices of estimators under a constrained linear model

DOI10.1007/s10260-016-0350-2zbMath1392.62209OpenAlexW2254499360MaRDI QIDQ513768

Yongge Tian, Wenxing Guo

Publication date: 7 March 2017

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-016-0350-2

zbMATH Keywords

inequalityrankinertiaBLUEequalityOLSEconstrained linear modeldispersion matrix

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Theory of matrix inversion and generalized inverses (15A09)

Related Items (12)

On relations between BLUPs under two transformed linear random-effects models ⋮ Some remarks on fundamental formulas and facts in the statistical analysis of a constrained general linear model ⋮ A prediction analysis in a constrained multivariate general linear model with future observations ⋮ Rank and inertia formulas for covariance matrices of BLUPs in general linear mixed models ⋮ Some remarks on comparison of predictors in seemingly unrelated linear mixed models. ⋮ Characterizing relationships between BLUPs under linear mixed model and some associated reduced models ⋮ Inertia and rank approach in transformed linear mixed models for comparison of BLUPs ⋮ Statistical analysis of a linear regression model with restrictions and superfluous variables ⋮ Rank/inertia approaches to weighted least-squares solutions of linear matrix equations ⋮ Matrix rank and inertia formulas in the analysis of general linear models ⋮ Matrix rank/inertia formulas for least-squares solutions with statistical applications ⋮ Comparison of covariance matrices of predictors in seemingly unrelated regression models

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• THREE RANK FORMULAS ASSOCIATED WITH THE COVARIANCE MATRICES OF THE BLUE AND THE OLSE IN THE GENERAL LINEAR MODEL

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