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A note on equality of MINQUE and simple estimator in the general Gauss-Markov model

✍ Scribed by Jürgen Groβ

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
260 KB
Volume
35
Category
Article
ISSN
0167-7152

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✦ Synopsis

Under the general Gauss-Markov model {y, XI~, a 2 V}, equality of MINQUE and so called 'simple' estimator (1/f)y v (I -XX+)y with f=rank(X:V)rank(X) for 0 "2 is considered. It is revealed that this equality holds if and only if the quadratic form (1/a2)yT(l --XX +)y admits a xZ-distribution under normality of y. @ 1997 Elsevier Science B.V.

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