A note on equality of MINQUE and simple
✍
Jürgen Groβ
📂
Article
📅
1997
🏛
Elsevier Science
🌐
English
⚖ 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