Optimality of BLUE's in a general linear model with incorrect design matrix
type: Item
instance of: scholarly article
title: Optimality of BLUE's in a general linear model with incorrect design matrix
zbMATH Open document ID: 0554.62057
DOI: 10.1016/0378-3758(83)90048-4
author: Thomas Mathew
author: P. Bhimasankaram
published in: Journal of Statistical Planning and Inference
publication date: 1983-01-01T00:00:00Z
review text: 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 \((Y,X\beta,\sigma^ 2V)\)?
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62K05
Mathematics Subject Classification ID: 62J99
zbMATH DE Number: 3883437
zbMATH Keywords: general linear model
zbMATH Keywords: incorrect design matrix
zbMATH Keywords: Gauss-Markov model
zbMATH Keywords: BLUE
zbMATH Keywords: estimable parametric function
zbMATH Keywords: unbiased estimator
zbMATH Keywords: linear minimum bias estimator
zbMATH Keywords: best linear minimum bias estimator
reviewed by: Anant M. Kshirsagar
MaRDI profile type: Publication
full work available at URL: 0378-3758(83)90048-4
OpenAlex ID: W2053875423
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description: scientific article; zbMATH DE number 3883437