On equality of ordinary least squares estimator,best linear unbiased estimator and best linear unbiased predictor in the general linear model |
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| Authors: | Yonghui Liu |
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| Affiliation: | Department of Applied Mathematics, Shanghai Finance University, Shanghai 201209, China |
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| Abstract: | The equality of ordinary least squares estimator (OLSE), best linear unbiased estimator (BLUE) and best linear unbiased predictor (BLUP) in the general linear model with new observations is investigated through matrix rank method, some new necessary and sufficient conditions are given. |
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| Keywords: | 62J05 62H12 15A09 15A24 |
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