A Generalization of Rao's Covariance Str
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Hiroshi Kurata
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Article
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1998
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Elsevier Science
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English
β 185 KB
This paper presents a generalization of Rao's covariance structure. In a general linear regression model, we classify the error covariance structure into several categories and investigate the efficiency of the ordinary least squares estimator (OLSE) relative to the Gauss Markov estimator (GME). The