The Influence to Parameter Estimation in a General Linear Regression Model with Linear Transformations
Received:June 19, 1992  
Key Word: general Gauss-Markoff model   linear transformation   nonnegative definite dispersion matrix.  
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Author NameAffiliation
Liu Jinshan Dept. of Math. and Phy.
Wuyi University
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      For an arbitrary rank general Gauss Markoff model Y=Xβ+μ,μ∽(0,Σ) , where Σ is a nonnegative ddefinite matrix, the effect of transforming the observable vector Y to FY is analyzed with respect to the variance of the Best Linear Unbiased Estimator (BLUE) of C′β . It is shown that there exists an estimable subspace S in which the BLUE of C′β can be get as a function of FY . The result obtained in [1] is generalized in this paper.
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