Best linear unbiased estimation in the restricted general linear model *
Authors:
J.K. Baksalary a;
R. Kala a
| Affiliation: | a Department of Mathematical and Statistical Methods, Academy of Agriculture, Pozna , Poland |
DOI:
10.1080/02331887908801464
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
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Abstract
Hallum, Lewis and Boullion [4] considered the problem of the best linear unbiased estimation of an estimable parametric function in the general linear model with a singular dispersion matrix when the vector of unknown parameters is subject to an a priori known system of linear restrictions. Unfortunately, the main result of [4] appears to be erroneous. In this paper, the correct formula for the Blue is given. Also, the problem of effects the restrictions have on the Blue of a parametric function is discussed.
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2This research was prepared with the support of the Polish Academy of Sciences Grant No. MR I. 1-2/1/5.
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| Keywords: General linear model; singular dispersion matrix; linear restrictions; best linear unbiased estimator |
| view references (14) |

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