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Optimality of blue's in a general linear model with incorrect design matrix
Authors:Thomas Mathew  P Bhimasankaram
Institution:Indian Statistical Institute, Calcutta, India
Abstract:We consider the Gauss-Markoff model (Y,X0β,σ2V) and provide solutions to the following problem: What is the class of all models (Y,Xβ,σ2V) such that a specific linear representation/some linear representation/every linear representation of the BLUE of every estimable parametric functional p'β under (Y,X0β,σ2V) is (a) an unbiased estimator, (b) a BLUE, (c) a linear minimum bias estimator and (d) best linear minimum bias estimator of p'β under (Y,Xβ,σ2V)? We also analyse the above problems, when attention is restricted to a subclass of estimable parametric functionals.
Keywords:62J05  62G35  Gauss-Markoff model  Best linear unbiased estimator  Linear minimum bias estimator  Best linear minimum bias estimator
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