The efficiency factorization multiplier for the Watson efficiency in partitioned linear models: Some examples and a literature review

Autor:	George P. H. Styan, Simo Puntanen, Ka Lok Chu, Jarkko Isotalo
Rok vydání:	2007
Předmět:	Statistics and Probability Covariance matrix Applied Mathematics Autocorrelation Linear model Positive-definite matrix Covariance Factorization Ordinary least squares Calculus Applied mathematics Statistics Probability and Uncertainty Special case Mathematics
Zdroj:	Journal of Statistical Planning and Inference. 137:3336-3351
ISSN:	0378-3758
Popis:	We consider partitioned linear models where the model matrix X = (X1 : X2) has full column rank, and concentrate on the special case where X 0 X2 = 0 when we say that the model is orthogonally partitioned.We assume that the underlying covariance matrix is positive definite and introduce the efficiency factorization multiplier which relates the total Watson efficiency of ordinary least squares to the product of the two subset Watson efficiencies. We illustrate our findings with several examples and present a literature review.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::b7dfb7c1b981595b0b072d2a6d7554e8 https://doi.org/10.1016/j.jspi.2007.03.015 Zobrazit plný text záznamu Full Text from ScienceDirect