Optimality of BLUE's in a general linear model with incorrect design matrix
For the Gauss-Markov model, \(E(Y)=X\beta\), \(V(Y)=\sigma^ 2V\), the following problem is solved: What is the class of all models \((Y,X\beta,\sigma^ 2V)\) such that the BLUE of every estimable parametric function \(p'\beta\) (a specific representation or some linear representation or every linear representation) under \((Y,X_ 0\beta,\sigma^ 2V)\) is (a) an unbiased estimator, (b) a BLUE, (c) a linear minimum bias estimator and (d) best linear minimum bias estimator of \(p'\beta\) under \((Y,X\beta,\sigma^ 2V)\)?
scientific article; zbMATH DE number 3883437