A note on comparing the unrestricted and restricted least-squares estimators

DOI10.1016/0024-3795(90)90350-LzbMath0698.62067MaRDI QIDQ912546

Jerzy K. Baksalary, Pawel R. Pordzik

Publication date: 1990

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

zbMATH Keywords

invariance propertyweight matricesordinary least-squares estimatorcomparison of estimatorsnormal linear regression modelregion of uncertaintyrestricted least-squares estimatorweighted quadratic risk

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Basic linear algebra (15A99)

Related Items (5)

Estimation in singular linear models with stepwise inclusion of linear restrictions ⋮ Characterizing Relationships Between Estimations Under a General Linear Model with Explicit and Implicit Restrictions by Rank of Matrix ⋮ Robust estimation in restricted linear regression ⋮ On pre-test estimation of parametric functions in the general Gauss-Markov model with quadratic risk ⋮ On the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted models

Cites Work

• Bounds for eigenvalues using traces
• Nonnegative definite and positive definite solutions to the matrix equationAXA^*=B
• Wallace's Weak Mean Square Error Criterion for Testing Linear Restrictions in Regression: A Tighter Bound
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
• Weaker Criteria and Tests for Linear Restrictions in Regression
• Note on the Extension of Craig's Theorem to Non-Central Variates
• Inequalities: theory of majorization and its applications
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