Another twist on the equality of OLS and GLS
type: Item
instance of: scholarly article
title: Another twist on the equality of OLS and GLS
zbMATH Open document ID: 0858.62053
DOI: 10.1007/BF02926589
author: Robert Bartels
author: Denzil G. Fiebig
author: Walter Krämer
published in: Statistical Papers
publication date: 1997-03-23T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 946803
zbMATH Keywords: ordinary least squares
zbMATH Keywords: generalized least squares
zbMATH Keywords: subset of regression coefficients
zbMATH Keywords: necessary and sufficient condition
zbMATH Keywords: equality of the OLS and GLS
zbMATH Keywords: linear model
MaRDI profile type: Publication
cites work: Properties of ordinary least squares estimators in regression models with nonspherical disturbances
cites work: Sufficient Linear Structures: Econometric Applications
cites work: Q3945409
cites work: When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach
full work available at URL: https://doi.org/10.1007/bf02926589
OpenAlex ID: W1994667178
description: scientific article; zbMATH DE number 946803