Equivalence of predictors under real and over-parameterized linear models
Autor: | Shengjun Gan, Yongge Tian, Yuqin Sun |
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Rok vydání: | 2016 |
Předmět: | |
Zdroj: | Communications in Statistics - Theory and Methods. 46:5368-5383 |
ISSN: | 1532-415X 0361-0926 |
Popis: | Assume that a real linear model is over-parameterized as by adding some new regressors . In such a case, results of statistical inferences of the unknown parameters and under the two models are not necessarily the same. This paper aims at characterizing relationships between the best linear unbiased predictors (BLUPs) of the joint vector of the unknown parameters in the two models. In particular, we derive necessary and sufficient conditions for the BLUPs of to be equivalent under the real model and its over-parameterized counterpart. |
Databáze: | OpenAIRE |
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