Abstract
For the general Gauss–Markov model with E( Y )= X β and Var( Y )= V , we give a concise proof of an explicit characterization of the general nonnegative-definite covariance structure V such that the best linear unbiased estimator, weighted least-squares estimator, and least-squares estimator of X β are identical.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
