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A note on the interpretation of the equality of olse and blue
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نویسنده
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markiewicz a. ,puntanen s. ,styan g.p.h.
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منبع
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pakistan journal of statistics - 2010 - دوره : 26 - شماره : 1 - صفحه:127 -134
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چکیده
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In this paper we consider the linear model {y,xβ,σ2v,where x has full colu rank. denote the ordinary least squares estimator (olse) of β as β̂ and the best lin unbiased estimators (blue) of β as β̃. then in the statistical literature it is commor write β̂ = β̃ when we mean that the ols method gives the blu estimator for β. in i note we discuss some unusual and possibly confusing interpretations of the equality β̂ = β̃. © 2010 pakistan journal of statistics.
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کلیدواژه
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Best linear unbiased estimator; BLUE; Gauss-markov model; Generalized inverse: OLSE; Ordinary least squares; Orthogonal projector
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آدرس
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department of mathematical and statistical methods,poznan university of life sciences, Poland, department of mathematics and statistics,university of tampere, Finland, department of mathematics and statistics,mcgill university, Canada
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Authors
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