On a Unified Theory of Estimation in Linear Models—A Review of Recent Results
The paper deals with two approaches to the estimation of the parameters β and σ2 in the General Gauss-Markoff (GGM) model represented by the triplet (Y, Xß, σ2V), where E(Y)=Xβ and D(Y) =σ2V, when no assumptions are made about the ranks of X and V. One is called Inverse Partition Matrix (IPM) method, which depends on the numerical evaluation of the g-inverse of a partitioned matrix. The second is an analogue of least squares theory applicable even when V is singular, unlike Atiken's method which is applicable only for non-singular V, and is called Unified Least Square (ULS) method.
2013 ◽
Vol 278-280
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pp. 1323-1326
1974 ◽
Vol 3
(9)
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pp. 909-912
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2013 ◽
Vol 694-697
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pp. 2545-2549
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1988 ◽
Vol 6
(1)
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pp. 7-19
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