Asymptotics for a weighted least squares estimator of the disease onset distribution function for a survival-sacrifice model

2004 ◽  
Vol 56 (4) ◽  
pp. 683-700 ◽  
Author(s):  
Antonio Eduardo Gomes
Keyword(s):  
Distribution Function ◽  
Least Squares ◽  
Weighted Least Squares ◽  
Disease Onset ◽  
Least Squares Estimator ◽  
Weighted Least Squares Estimator

scholarly journals Two Explicit Characterizations of the General Nonnegative-Definite Covariance Matrix Structure for Equality of BLUEs, WLSEs, and LSEs

2020 ◽  
Vol 9 (6) ◽  
pp. 108
Author(s):  
Phil D. Young ◽  
Joshua D. Patrick ◽  
Dean M. Young
Keyword(s):  
Least Squares ◽  
Weighted Least Squares ◽  
Sufficient Conditions ◽  
Covariance Structure ◽  
Least Squares Estimator ◽  
Weighted Least Squares Estimator ◽  
Best Linear Unbiased ◽  
Necessary And Sufficient ◽  
Nonnegative Definite

We provide a new, concise derivation of necessary and sufficient conditions for the explicit characterization of the general nonnegative-definite covariance structure V of a general Gauss-Markov model with E(y) and Var(y) such that the best linear unbiased estimator, the weighted least squares estimator, and the least squares estimator of Xβ are identical. In addition, we derive a representation of the general nonnegative-definite covariance structure V defined above in terms of its Moore-Penrose pseudo-inverse.

Sign in / Sign up

Export Citation Format

Share Document