Simple least squares estimation versus best linear unbiased prediction |
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Authors: | JK Baksalary R Kala |
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Institution: | Department of Mathematical and Statistical Methods, Academy of Agriculture, 60–637 Poznań, Poland |
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Abstract: | Necessary and sufficient conditions are developed for the simple least squares estimator to coincide with the best linear unbiased predictor. The conditions obtained are valid for a general linear model and are generalizations of the condition given by Watson (1972). Also, as a preliminary result, a new representation of the best linear unbiased predictor is established. |
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Keywords: | Primary 62J05 Linear Model Best Linear Unbiased Predictor Best Linear Unbiased Estimator Simple Least Squares Estimator |
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