Linear unbiased approximators of the disturbances in the standard linear model
type: Item
instance of: scholarly article
title: Linear unbiased approximators of the disturbances in the standard linear model
zbMATH Open document ID: 0567.62056
DOI: 10.1016/0024-3795(85)90200-9
published in: Linear Algebra and its Applications
publication date: 1985-01-01T00:00:00Z
review text: The least squares residuals from the standard linear model have a variance matrix which is a function of the \(n\times q\) matrix of observations on the regressors. We examine two classes of residuals which do not suffer from this defect. Our first class of residuals (LUZ residuals) has a variance matrix which is a scalar multiple of an \(n\times n\) idempotent matrix of rank n-q specified by the user, and our second class of residuals (LUS residuals) has a variance matrix which is a scalar multiple of the (n-q)\(\times (n-q)\) identity matrix.
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 3905675
zbMATH Keywords: linear unbiased approximators
zbMATH Keywords: disturbances
zbMATH Keywords: BLUS approximators
zbMATH Keywords: least squares residuals
zbMATH Keywords: standard linear model
zbMATH Keywords: variance matrix
zbMATH Keywords: LUZ residuals
zbMATH Keywords: LUS residuals
author: Richard William Farebrother
describes a project that uses: AS 104
MaRDI profile type: Publication
full work available at URL: 0024-3795(85)90200-9
OpenAlex ID: W2025178071
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description: scientific article; zbMATH DE number 3905675