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

DOI10.1017/S0266466605050292zbMath1072.62049OpenAlexW1983405890MaRDI QIDQ5697620

Simo Puntanen, Yongge Tian, George P. H. Styan

Publication date: 18 October 2005

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466605050292

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (15)

Some equalities and inequalities for covariance matrices of estimators under linear model ⋮ Some overall properties of seemingly unrelated regression models ⋮ Estimations of parametric functions under a system of linear regression equations with correlated errors ⋮ Equalities for estimators of partial parameters under linear model with restrictions ⋮ Statistical analysis of a linear regression model with restrictions and superfluous variables ⋮ Some equalities for estimations of partial coefficients under a general linear regression model ⋮ The additive and block decompositions about the WLSEs of parametric functions for a multiple partitioned linear regression model ⋮ On the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted models ⋮ Extremal ranks of some nonlinear matrix expressions with applications ⋮ On additive and block decompositions of WLSEs under a multiple partitioned regression model ⋮ On comparison of dispersion matrices of estimators under a constrained linear model ⋮ Matrix rank and inertia formulas in the analysis of general linear models ⋮ On Sum Decompositions of Weighted Least-Squares Estimators for the Partitioned Linear Model ⋮ On the equivalence of estimations under a general linear model and its transformed models ⋮ Ranks of Hermitian and skew-Hermitian solutions to the matrix equation \(AXA^*=B\)

Cites Work

• Characterizations of the best linear unbiased estimator in the general Gauss-Markov model with the use of matrix partial orderings
• Some matrix results related to a partitioned singular linear model
• On Best Linear Estimation and General Gauss-Markov Theorem in Linear Models with Arbitrary Nonnegative Covariance Structure
• Rank equalities for idempotent and involutory matrices

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