Orderings of Linear Models
Article Abstract:
A comparison is made between models which are determined by linear expectations and covariance structure. When covariances are known, several orderings of models coincide. When covariances are unknown, linear models may be compared by the best linear unbiased estimators. Necessary but not sufficient conditions are obtained from reduced criteria.
Publication Name: Journal of Statistical Planning and Inference
Subject: Business
ISSN: 0378-3758
Year: 1984
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Optimality of Blue's in a General Linear Model with Incorrect Design Matrix
Article Abstract:
Conditions are derived under which all linear representations of the best linear unbiased estimator (BLUE) are presented for the Gauss-Markoff model. The robustness of a subset of estimable parametric functionals is developed. Algebraic formulas are provided.
Publication Name: Journal of Statistical Planning and Inference
Subject: Business
ISSN: 0378-3758
Year: 1983
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Quadratic Estimation in Mixed Linear Models with Two Variance Components
Article Abstract:
Invariant quadratic unbiased estimates are extended to provide easily computable expressions. Linear combinations of just two quadratic forms are used. Further simplification is obtained for an unbalanced and incomplete genetic design.
Publication Name: Journal of Statistical Planning and Inference
Subject: Business
ISSN: 0378-3758
Year: 1983
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