On Necessary and Sufficient Conditions for Ordinary Least Squares Estimators to Be Best Linear Unbiased Estimators |
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| Authors: | George A Milliken Mohammed Albohali |
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| Institution: | 1. Department of Statistics , Kansas State University , Manhattan , KS , 66506 , USA;2. Department of Statistics , Temple University , Philadelphia , PA , 19401 , USA |
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| Abstract: | Two often-quoted necessary and sufficient conditions for ordinary least squares estimators to be best linear unbiased estimators are described. Another necessary and sufficient condition is described, providing an additional tool for checking to see whether the covariance matrix of a given linear model is such that the ordinary least squares estimator is also the best linear unbiased estimator. The new condition is used to show that one of the two published conditions is only a sufficient condition. |
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| Keywords: | Linear model Ordinary least squares Co-variance matrix |
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