# On equivalence problem in linear regression models. I. BLUE of the mean value

Aplikace matematiky (1980)

- Volume: 25, Issue: 6, page 417-422
- ISSN: 0862-7940

## Access Full Article

top## Abstract

top## How to cite

topWimmer, Gejza. "On equivalence problem in linear regression models. I. BLUE of the mean value." Aplikace matematiky 25.6 (1980): 417-422. <http://eudml.org/doc/15168>.

@article{Wimmer1980,

abstract = {There exist many different ways of determining the best linear unbiased estimation of regression coefficients in general regression model. In Part I of this article it is shown that all these ways are numerically equivalent almost everyvhere. In Part II conditions are considered under which all the unbiased estimations of the unknown covariance matrix scalar factor are numerically equivalent almost everywhere.},

author = {Wimmer, Gejza},

journal = {Aplikace matematiky},

keywords = {control; numerical stability; best linear unbiased estimation; unknown covariance matrix scalar factor; control; numerical stability; best linear unbiased estimation; unknown covariance matrix scalar factor},

language = {eng},

number = {6},

pages = {417-422},

publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},

title = {On equivalence problem in linear regression models. I. BLUE of the mean value},

url = {http://eudml.org/doc/15168},

volume = {25},

year = {1980},

}

TY - JOUR

AU - Wimmer, Gejza

TI - On equivalence problem in linear regression models. I. BLUE of the mean value

JO - Aplikace matematiky

PY - 1980

PB - Institute of Mathematics, Academy of Sciences of the Czech Republic

VL - 25

IS - 6

SP - 417

EP - 422

AB - There exist many different ways of determining the best linear unbiased estimation of regression coefficients in general regression model. In Part I of this article it is shown that all these ways are numerically equivalent almost everyvhere. In Part II conditions are considered under which all the unbiased estimations of the unknown covariance matrix scalar factor are numerically equivalent almost everywhere.

LA - eng

KW - control; numerical stability; best linear unbiased estimation; unknown covariance matrix scalar factor; control; numerical stability; best linear unbiased estimation; unknown covariance matrix scalar factor

UR - http://eudml.org/doc/15168

ER -

## References

top- C. R. Rao, Unified Theory of Linear Estimation, Sankhyā, Vol. 33 1971, pp. 371 - 394. (1971) Zbl0236.62048MR0319321
- C. R. Rao, Linear Statistical Inference and Its Applications, John Wiley, N. York 1973. (1973) Zbl0256.62002MR0346957
- C. R. Rao S. K. Mitra, Generalized Inverse of Matrices and Its Applications, John Wiley, N. York 1971. (1971) MR0338013
- C. R. Rao, Corrigenda, Sankhyā A, Vol. 34 1972 p. 477. (1972) Zbl0261.62051MR0347011

## Citations in EuDML Documents

top## NotesEmbed ?

topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.