Some equalities for estimations of variance components in a general linear model and its restricted and transformed models

DOI10.1016/j.jmva.2010.04.011zbMath1203.62107OpenAlexW2065150427MaRDI QIDQ990881

Yongge Tian, Chunmei Liu

Publication date: 1 September 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.04.011

zbMATH Keywords

reduced modellinear regression modeltransformed modelmatrix rank methodminimum norm quadratic unbiased estimatorrestricted modelequality for estimatorssimple estimatorsub-sample model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Theory of matrix inversion and generalized inverses (15A09) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (3)

Some overall properties of seemingly unrelated regression models ⋮ On relations between BLUPs under two transformed linear random-effects models ⋮ Inertia and rank approach in transformed linear mixed models for comparison of BLUPs

Cites Work

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• A note on equality of MINQUE and simple estimator in the general Gauss-Markov model
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• The BLUE and MINQUE in Gauss-Markoff model with linear transformation of the observable variables
• Cochran's statistical theorem revisited
• More on maximal and minimal ranks of Schur complements with applications
• Rank equalities related to outer inverses of matrices and applications
• A property of partitioned generalized regression
• Some matrix results related to a partitioned singular linear model
• Cochran's statistical theorem for outer inverses of matrices and matrix quadratic forms

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