On a matrix identity associated with generalized least squares

DOI10.1016/0024-3795(90)90355-GzbMath0694.15004MaRDI QIDQ908990

Frank R. de Hoog, Terence P. Speed, Emlyn R. Williams

Publication date: 1990

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

regressionMoore-Penrose generalized inversematrix identitiesheteroscedastic dispersion matrixreduced generalized least squares

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Theory of matrix inversion and generalized inverses (15A09) Matrix equations and identities (15A24)

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• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Bayesian inference for variance components using only error contrasts
• The Estimation of Environmental and Genetic Trends from Records Subject to Culling

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