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On a superiority problem in misspecified restricted linear models |
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| Authors: | D. G. Kabe A. K. Gupta |
| Affiliation: | Department of Mathematics and Statistics , Bowling Green State University , Bowling Green, Ohio, 43403-0221 |
| Abstract: | Razzaghi (1987) conjectures that a wrong choice of covariance matrix in a restricted linear model results in loss of efficiency, This conjecture is proved to be correct. |
| Keywords: | misspecified linear regression model positive definiteness linear restrictions covariance matrices |