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An invariance property of Farebrother's procedure for estimation with aggregated data
Authors:Jerzy K Baksalary
Institution:Academy of Agriculture, 60-637 Poznań, Poland
Abstract:A procedure proposed by Farebrother (1979) for estimating the parameters of a standard Gauss-Markov model from aggregated data is shown to be invariant with respect to the choice of a generalized inverse of the matrix designated to approximate the unknown dispersion matrix of a transformed model, thus correcting Farebrother's statement that this desirable property cannot be attributed to his procedure.
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