Displaying similar documents to “Elimination of nuisance parameters in a regression model”

Multistage regression model

Lubomír Kubáček (1986)

Aplikace matematiky

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Necessary and sufficient conditions are given under which the best linear unbiased estimator (BLUE) β ^ i ( Y 1 , , Y i ) is identical with the BLUE β ^ i ( β ^ 1 , , β ^ i - 1 , Y i ) ; Y 1 , Y i are subvectors of the random vector Y in a general regression model ( Y , X β , ) , ( β 1 ' , , β i ' ) ' = β a vector of unknown parameters; the design matrix X having a special so called multistage struture and the covariance matrix are given.