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Necessary and sufficient conditions for superiority of misspecified restricted least squares regression estimator

✍ Scribed by Jürgen Groß; Götz Trenkler; Erkki P. Liski

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
91 KB
Volume
71
Category
Article
ISSN
0378-3758

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✦ Synopsis

Razzaghi [Comm. Statist. Ser. B 16 (1987)

899-902] investigated the di erence of dispersion matrices of competing estimators in the general linear model when the dispersion matrix of the disturbance vector is misspeciÿed. The aim of this paper is to strengthen Razzaghi's result by claiming his su cient condition for nonnegative deÿniteness of the dispersion matrix di erence to be also necessary. A further dispersion matrix di erence is investigated by applying a result of Kabe and Gupta [

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