A property of partitioned generalized regression

Authors:

1 January 1992

journal article
research article
Published by Taylor & Francis in Communications in Statistics - Theory and Methods

Vol. 21 (6) , 1579-1583
DOI:10.1080/03610929208830865

Abstract

In this paper we consider the standard partitioned linear regression model where the model matrix is X = (X₁: X₂) the corresponding vector of unknown parameters being . In particular, we are interested in the best linear unbiased estimator (BLUE) of β₂. Inspired by the article of Aigner and Balestra (1988), we consider a specific reduced model and show that the BLUE of β₂ under the reduced model equals the corresponding BLUE under the original full model.M.

Keywords

This publication has 2 references indexed in Scilit:

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On Best Linear Estimation and General Gauss-Markov Theorem in Linear Models with Arbitrary Nonnegative Covariance Structure
SIAM Journal on Applied Mathematics, 1969