On equalities of estimations of parametric functions under a general linear model and its restricted models |
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Authors: | Yongge Tian |
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Institution: | 1. China Economics and Management Academy, Central University of Finance and Economics, 100081, Beijing, China
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Abstract: | Estimations of parametric functions under a general linear model and its restricted models involve some complicated operations
of matrices and their generalized inverses. In the past several years, a powerful tool—the matrix rank method was utilized
to manipulate various complicated matrix expressions that involve generalized inverses of matrices. In this paper, we use
this method to derive necessary and sufficient conditions for six equalities of the ordinary least-squares estimators and
the best linear unbiased estimators of parametric functions to equal under a general linear model and its corresponding restricted
model. |
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Keywords: | |
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