A note on equality of MINQUE and simple
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JΓΌrgen GroΞ²
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Article
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1997
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Elsevier Science
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English
β 260 KB
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 no