Gauss–Markov and weighted least-squares estimation under a general growth curve model
| Autor: | Xian-Hai Zhu, Bao-Xue Zhang |
|---|---|
| Rok vydání: | 2000 |
| Předmět: |
Weighted least-squares estimation
Numerical Analysis Algebra and Number Theory Growth curve model Estimator Ordinary least-squares estimator Generalized least squares Newey–West estimator Least squares Growth curve (statistics) Generalized least-squares estimator Combinatorics Gauss–Markov estimator Minimum-variance unbiased estimator Non-linear least squares Statistics Discrete Mathematics and Combinatorics Geometry and Topology Total least squares Mathematics |
| Zdroj: | Linear Algebra and its Applications. 321(1-3):387-398 |
| ISSN: | 0024-3795 |
| DOI: | 10.1016/s0024-3795(00)00197-x |
| Popis: | Gauss–Markov estimator of X 1 BX ′ 2 under a general growth curve model {Y,X 1 BX ′ 2 ,V 2 ⊗V 1 } is given. Necessary and sufficient conditions for equality between A 1 YA ′ 2 and B 1 YB ′ 2 , where A i =X i (X ′ i W i X i ) + X ′ i W i , B i =X i (X ′ i S i X i ) + X ′ i S i , with W i ,S i being any matrix, i=1,2, are derived. Finally, a number of criteria for A 1 YA ′ 2 to coincide with the Gauss–Markov estimator of X 1 BX ′ 2 are established. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|
Full Text from ScienceDirect