On the equality of the ordinary least squares estimators and the best linear unbiased estimators in multivariate growth-curve models.

Gabriela Beganu

RACSAM (2007)

  • Volume: 101, Issue: 1, page 63-70
  • ISSN: 1578-7303

Abstract

top
It is well known that there were proved several necessary and sufficient conditions for the ordinary least squares estimators (OLSE) to be the best linear unbiased estimators (BLUE) of the fixed effects in general linear models. The purpose of this article is to verify one of these conditions given by Zyskind [39, 40]: there exists a matrix Q such that ΩX = XQ, where X and Ω are the design matrix and the covariance matrix, respectively. It will be shown the accessibility of this condition in some multivariate growth-curve models, establishing the known result regarding the equality between OLSE and BLUE in this type of linear models.

How to cite

top

Beganu, Gabriela. "On the equality of the ordinary least squares estimators and the best linear unbiased estimators in multivariate growth-curve models.." RACSAM 101.1 (2007): 63-70. <http://eudml.org/doc/41664>.

@article{Beganu2007,
abstract = {It is well known that there were proved several necessary and sufficient conditions for the ordinary least squares estimators (OLSE) to be the best linear unbiased estimators (BLUE) of the fixed effects in general linear models. The purpose of this article is to verify one of these conditions given by Zyskind [39, 40]: there exists a matrix Q such that ΩX = XQ, where X and Ω are the design matrix and the covariance matrix, respectively. It will be shown the accessibility of this condition in some multivariate growth-curve models, establishing the known result regarding the equality between OLSE and BLUE in this type of linear models.},
author = {Beganu, Gabriela},
journal = {RACSAM},
language = {eng},
number = {1},
pages = {63-70},
title = {On the equality of the ordinary least squares estimators and the best linear unbiased estimators in multivariate growth-curve models.},
url = {http://eudml.org/doc/41664},
volume = {101},
year = {2007},
}

TY - JOUR
AU - Beganu, Gabriela
TI - On the equality of the ordinary least squares estimators and the best linear unbiased estimators in multivariate growth-curve models.
JO - RACSAM
PY - 2007
VL - 101
IS - 1
SP - 63
EP - 70
AB - It is well known that there were proved several necessary and sufficient conditions for the ordinary least squares estimators (OLSE) to be the best linear unbiased estimators (BLUE) of the fixed effects in general linear models. The purpose of this article is to verify one of these conditions given by Zyskind [39, 40]: there exists a matrix Q such that ΩX = XQ, where X and Ω are the design matrix and the covariance matrix, respectively. It will be shown the accessibility of this condition in some multivariate growth-curve models, establishing the known result regarding the equality between OLSE and BLUE in this type of linear models.
LA - eng
UR - http://eudml.org/doc/41664
ER -

NotesEmbed ?

top

You must be logged in to post comments.

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

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.