A BLUE decomposition in the general linear regression model

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Werner H., Yapar C.

LINEAR ALGEBRA AND ITS APPLICATIONS, cilt.237, ss.395-404, 1996 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 237
  • Basım Tarihi: 1996
  • Doi Numarası: 10.1016/0024-3795(95)00542-0
  • Dergi Adı: LINEAR ALGEBRA AND ITS APPLICATIONS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.395-404
  • Karadeniz Teknik Üniversitesi Adresli: Hayır

Özet

In this note we consider the general linear regression model (y, X beta,V\R(2) beta(2) = r) where the block partitioned regressor matrix X = (X(1) X(2)) may be deficient in column rank, the dispersion matrix V is possibly singular, beta(t) = (beta(1)(t) beta(2)(t))-being partitioned according to X-is the vector of unknown regression coefficients, and Pt is possibly subject to consistent linear constraints R(2) beta(2) = r. Of much interest to us is the traditional BLUE (best linear unbiased estimator) of X beta. We show how this traditional BLUE can obtained from the traditional BLUE of X(1) beta(1) in the related model (y, X(1) beta(1), V). Some properties of the dispersion matrix of the traditional BLUE of X beta are also given.